Bruce E. Hansen
A Weak Law of Large Numbers Under Weak Mixing
January 2019
Abstract:
This paper presents a new weak law of large numbers (WLLN) for heterogenous dependent processes and arrays. The dependence requirements are notably weaker than the best available current results (due to Andrews (1988)). Specifically, we show that the WLLN holds when the process is weak mixing, only requiring that the mixing coefficients Cesàro sum to zero. This is weaker than the conventional assumption of strong mixing.
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Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111.
Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.