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math.PR2020★ 2 cited
A characterization of the strong law of large numbers for Bernoulli sequences
Luísa Borsato, Eduardo Horta, Rafael Rigão Souza
The law of large numbers is one of the most fundamental results in Probability Theory. In the case of independent sequences, there are some known characterizations; for instance, i…
q-fin.RM2020
Minkowski gauges and deviation measures
Marlon Moresco, Marcelo Righi, Eduardo Horta
We propose to derive deviation measures through the Minkowski gauge of a given set of acceptable positions. We show that, given a suitable acceptance set, any positive homogeneous…