On strong law of large numbers for weakly stationary $\varphi$-mixing set-valued random variable sequences
Luc Tri Tuyen

TL;DR
This paper extends the strong law of large numbers to weakly stationary set-valued random sequences with $$-mixing properties in Banach spaces, providing new theoretical results and illustrative examples.
Contribution
It introduces a novel extension of $$-mixing to set-valued sequences and establishes strong laws of large numbers for these sequences.
Findings
Proved strong laws of large numbers for $$-mixing set-valued sequences.
Examples demonstrate the naturalness and sharpness of the hypotheses.
Extended classical results to a broader set-valued and Banach space context.
Abstract
In this paper we extend the notion of -mixing to set-valued random sequences that take values in the family of closed subsets of a Banach space. Several strong laws of large numbers for such -mixing sequences are stated and proved. Illustrative examples show that the hypotheses of the theorems are both natural and sharp.
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Taxonomy
TopicsFuzzy Systems and Optimization · Risk and Portfolio Optimization · Probability and Risk Models
