Question

Harris chain converges to true probability

score 22 · Answer 1 · 2022-01-13 12:50:21

22

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Harris chain converges to true probability

Published on 13 Jan 2022 - 12:50

score 369 · Answer 2 · 2022-01-15 04:08:20

369

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Rick Durrett Probability Theory 5th edition exercise 4.6.1

Published on 15 Jan 2022 - 4:08

score 68 · Answer 3 · 2022-01-28 13:49:07

68

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Does the law of large numbers apply for a single iteration?

Published on 28 Jan 2022 - 13:49

score 138 · Answer 4 · 2022-01-29 19:09:20

138

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A possible misconception on the weak law of large numbers

Published on 29 Jan 2022 - 19:09

score 41 · Answer 5 · 2022-02-01 22:25:42

41

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A question about probability convergence (using the Law Of Large Numbers)

Published on 01 Feb 2022 - 22:25

score 45 · Answer 6 · 2022-02-08 16:56:09

45

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$\{T_n\}$ r.v. independent and equally distributed then $P\left[\sum_{n=1}^{\infty}T_n < \infty\right]=0$

Published on 08 Feb 2022 - 16:56

score 62 · Answer 7 · 2022-02-11 00:49:55

62

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Convergence almost sure and strong law of large number

Published on 11 Feb 2022 - 0:49

score 40 · Answer 8 · 2022-02-13 09:35:14

40

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Show that $E \sup_n |\frac{\xi_n}{n}|<\infty \Leftrightarrow E|\xi_1| \log^+ |\xi_1|<\infty$.

Published on 13 Feb 2022 - 9:35

score 193 · Answer 9 · 2022-02-20 05:18:10

193

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With $Y_n$ i.i.d, $EY_n = 1$, $X_n = \prod_{k=1}^n Y_k$, use Strong Law of Large Numbers to show $\frac{\log(X_n)}{n} \to c < 0$

Published on 20 Feb 2022 - 5:18

score 53 · Answer 10 · 2026-03-30 15:14:15

53

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Consistently estimate the covariance matrix with weakly correlated observations

Published on 30 Mar 2026 - 15:14

score 71 · Answer 11 · 2022-02-28 01:01:11

71

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How to prove law of large numbers doesn't hold

Published on 28 Feb 2022 - 1:01

score 59 · Answer 12 · 2022-03-04 10:06:25

59

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Sample Mean of Correlated/Dependent Random Variables...

Published on 04 Mar 2022 - 10:06

score 54 · Answer 13 · 2026-03-29 23:33:04

54

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maximal increment of renewal process and partial sums when only second moment exists

Published on 29 Mar 2026 - 23:33

score 83 · Answer 14 · 2022-03-20 15:35:00

83

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Law of large numbers with incomplete observation

Published on 20 Mar 2022 - 15:35

score 54 · Answer 15 · 2026-03-28 16:03:57

54

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Gap between two consecutive order statistics under arbitrary distribution.

Published on 28 Mar 2026 - 16:03

List Question

Harris chain converges to true probability

Rick Durrett Probability Theory 5th edition exercise 4.6.1

Does the law of large numbers apply for a single iteration?

A possible misconception on the weak law of large numbers

A question about probability convergence (using the Law Of Large Numbers)

$\{T_n\}$ r.v. independent and equally distributed then $P\left[\sum_{n=1}^{\infty}T_n < \infty\right]=0$

Convergence almost sure and strong law of large number

Show that $E \sup_n |\frac{\xi_n}{n}|<\infty \Leftrightarrow E|\xi_1| \log^+ |\xi_1|<\infty$.

With $Y_n$ i.i.d, $EY_n = 1$, $X_n = \prod_{k=1}^n Y_k$, use Strong Law of Large Numbers to show $\frac{\log(X_n)}{n} \to c < 0$

Consistently estimate the covariance matrix with weakly correlated observations

How to prove law of large numbers doesn't hold

Sample Mean of Correlated/Dependent Random Variables...

maximal increment of renewal process and partial sums when only second moment exists

Law of large numbers with incomplete observation

Gap between two consecutive order statistics under arbitrary distribution.

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