The $L_{r}$ convergence and a class of weak laws of large numbers are obtained for sequences of $\widetilde{\unicode[STIX]{x1D70C}}$-mixing random variables under the uniform Cesàro-type condition. This is weaker than the $p$th-order Cesàro uniform integrability.

In the theory of homogeneous Markov chains, states are classified according to their connectivity to other states and this classification leads to a classification of the Markov chains themselves. In this paper we classify Markov set-chains analogously, particularly into ergodic, regular, and absorbing Markov set-chains. A weak law of large numbers is developed for regular Markov set-chains. Examples are used to illustrate analysis of behavior of Markov set-chains.

The problem of estimating the exponent of a stable law is receiving an increasing amount of attention because Pareto's law (or Zipf's law) describes many biological phenomena very well (see e.g. Hill (1974)). This problem was first solved by Hill (1975), who proposed an estimate, and the convergence of that estimate to some positive and finite number was shown to be a characteristic of distribution functions belonging to the Fréchet domain of attraction (Mason (1982)). As a contribution to a complete theory of inference for the upper tail of a general distribution function, we give the asymptotic behavior (weak and strong) of Hill's estimate when the associated distribution function belongs to the Gumbel domain of attraction. Examples, applications and simulations are given.

Let be a supercritical Bellman-Harris process with finite offspring mean. Cohn [17] has shown that there always exist constants Ct such that limt→∞Zt/Ct = W almost surely for some non-degenerate random variable W. In this paper we give an alternative proof, based on the study of (Zt) as a point process. Our methods are to some extent analytical and parallel Seneta's [18] and Heyde's [11] approaches in the case of the Galton–Watson process. We further identify Ct as 1/(–log Ft(–1)(γ)), where Ft(γ) = E(γzt), i.e. the norming constants found by Seneta [18] for the Galton–Watson process, apply also to the Bellman-Harris process. Finally we derive a weak law of large numbers for W, prove that W is continuous on (0,∞) and show that W has [0,∞) as its support.

The model considered here consists of n operating units which are subject to stochastic failure according to an exponential failure time distribution. These operating units are backed up by mn spare units. Failures can be of two types. With probability p (q) a failure is of type 1(2) and is sent to repair facility 1(2) for repair. Repair facility 1(2) operates as a -server queue with exponential repair times having parameter μ1 (μ2). The number of units waiting for or undergoing repair at each of the two facilities is a continuous parameter Markov chain with finite state space. This paper derives limit theorems for the stationary distribution of this Markov chain as n becomes large under the assumption that and mn grow linearly with n. These limit theorems give very useful approximations, in terms of the seven parameters characterizing the model, to a distribution that would be difficult to calculate in practice.

The model considered here consists of n operating units which are subject to stochastic failure according to an exponential failure time distribution. Failures can be of two types. With probability p(q) a failure is of type 1(2) and is sent to repair facility 1(2) for repair. Repair facility 1(2) operates as a -server queue with exponential repair times having parameter μ1 (μ2). The number of units waiting for or undergoing repair at each of the two facilities is a continuous-parameter Markov chain with finite state space. This paper derives limit theorems for the stationary distribution of this Markov chain as n becomes large under the assumption that both and grow linearly with n. These limit theorems give very useful approximations, in terms of the six parameters characterizing the model, to a distribution that would be difficult to use in practice.