A Strong Law of Large Numbers for Strongly Mixing Processes

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dc.creatorKontorovich, Aryeh
dc.creatorBrockwell, Anthony
dc.date2008-07-29
dc.date.accessioned2026-07-07T09:53:32Z
dc.date.available2026-07-07T09:53:32Z
dc.descriptionWe prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic) bounds, with readily computable rate constants. In particular, this makes it suitable for analysis of inhomogeneous Markov processes. We demonstrate how it can be applied to establish an almost-sure convergence result for a class of models that includes as a special case a class of adaptive Markov chain Monte Carlo algorithms.
dc.description24 pages
dc.identifierhttps://arxiv.org/abs/0807.4665
dc.identifierhttp://arxiv.org/abs/0807.4665
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/165984
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F15; 60G35; 60J10
dc.titleA Strong Law of Large Numbers for Strongly Mixing Processes
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