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Almost sure limit theorems for dependent random variables

Michał Seweryn (2010)

Banach Center Publications

For a sequence of dependent random variables ( X k ) k we consider a large class of summability methods defined by R. Jajte in [jaj] as follows: For a pair of real-valued nonnegative functions g,h: ℝ⁺ → ℝ⁺ we define a sequence of “weighted averages” 1 / g ( n ) k = 1 n ( X k ) / h ( k ) , where g and h satisfy some mild conditions. We investigate the almost sure behavior of such transformations. We also take a close look at the connection between the method of summation (that is the pair of functions (g,h)) and the coefficients that measure...

An algebraic approach to Pólya processes

Nicolas Pouyanne (2008)

Annales de l'I.H.P. Probabilités et statistiques

Pólya processes are natural generalizations of Pólya–Eggenberger urn models. This article presents a new approach of their asymptotic behaviour via moments, based on the spectral decomposition of a suitable finite difference transition operator on polynomial functions. Especially, it provides new results for large processes (a Pólya process is called small when 1 is a simple eigenvalue of its replacement matrix and when any other eigenvalue has a real part ≤1/2; otherwise, it is called large).

An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law

Hartmut Lanzinger (2010)

ESAIM: Probability and Statistics

We prove a strong law of large numbers for moving averages of independent, identically distributed random variables with certain subexponential distributions. These random variables show a behavior that can be considered intermediate between the classical strong law and the Erdös-Rényi law. We further show that the difference from the classical behavior is due to the influence of extreme terms.

An asymptotic result for brownian polymers

Thomas Mountford, Pierre Tarrès (2008)

Annales de l'I.H.P. Probabilités et statistiques

We consider a model of the shape of a growing polymer introduced by Durrett and Rogers (Probab. Theory Related Fields92 (1992) 337–349). We prove their conjecture about the asymptotic behavior of the underlying continuous process Xt (corresponding to the location of the end of the polymer at time t) for a particular type of repelling interaction function without compact support.

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