• 제목/요약/키워드: Almost convergence

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Almost sure convergence for weighted sums of I.I.D. random variables (II)

  • Sung, Soo-Hak
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.419-425
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    • 1996
  • Let ${X, X_n, n \geq 1}$ be a sequence of independent and identically distributed(i.i.d) random variables with EX = 0 and $E$\mid$X$\mid$^p < \infty$ for some $p \geq 1$. Let ${a_{ni}, 1 \leq i \leq n, n \geq 1}$ be a triangular arrary of constants. The almost sure(a.s) convergence of weighted sums $\sum_{i=1}^{n} a_{ni}X_i$ can be founded in Choi and Sung[1], Chow[2], Chow and Lai[3], Li et al. [4], Stout[6], Sung[8], Teicher[9], and Thrum[10].

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THE STRONG LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF PAIRWISE QUADRANT DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Baek, Jong-Il
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.37-49
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    • 1999
  • We derive the almost sure convergence for weighted sums of random variables which are either pairwise positive quadrant dependent or pairwise positive quadrant dependent or pairwise negative quadrant dependent and then apply this result to obtain the almost sure convergence of weighted averages. e also extend some results on the strong law of large numbers for pairwise independent identically distributed random variables established in Petrov to the weighted sums of pairwise negative quadrant dependent random variables.

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ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF 2-DIMENSIONAL ARRAYS OF POSITIVE DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Baek, Ho-Yu;Han, Kwang-Hee
    • Communications of the Korean Mathematical Society
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    • v.14 no.4
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    • pp.797-804
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    • 1999
  • In this paper we derive the almost sure convergence of weighted sums of 2-dimensional arrays of random variables which are either pairwise positive quadrant dependent or associated. Our re-sults imply and extension of Etemadi's(1983) strong laws of large numbers for weighted sums of nonnegative random variables to the 2-dimensional case.

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ON THE CONVERGENCE FOR ND RANDOM VARIABLES WITH APPLICATIONS

  • Baek, Jong-Il;Seo, Hye-Young
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1351-1361
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    • 2011
  • We in this paper study the complete convergence and almost surely convergence for arrays of rowwise pairwise negatively dependent(ND) random variables (r.${\upsilon}$.'s) which are dominated randomly by some random variables and obtain a result dealing with complete convergence of linear processes.

ON CONVERGENCE OF SERIES OF INDEPENDENTS RANDOM VARIABLES

  • Sung, Soo-Hak;Volodin, Andrei-I.
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.4
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    • pp.763-772
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    • 2001
  • The rate of convergence for an almost surely convergent series $S_n={\Sigma^n}_{i-1}X_i$ of independent random variables is studied in this paper. More specifically, when S$_{n}$ converges almost surely to a random variable S, the tail series $T_n{\equiv}$ S - S_{n-1} = {\Sigma^\infty}_{i-n} X_i$ is a well-defined sequence of random variables with T$_{n}$ $\rightarrow$ 0 almost surely. Conditions are provided so that for a given positive sequence {$b_n, n {\geq$ 1}, the limit law sup$_{\kappa}\geqn | T_{\kappa}|/b_n \rightarrow$ 0 holds. This result generalizes a result of Nam and Rosalsky [4].

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Complete convergence for weighted sums of AANA random variables

  • Kim, Tae-Sung;Ko, Mi-Hwa
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.209-213
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    • 2002
  • We study maximal second moment inequality and derive complete convergence for weighted sums of asymptotically almost negatively associated(AANA) random variables by applying this inequality. 2000 Mathematics Subject Classification : 60F05

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A NOTE ON ALMOST PERIODIC FUZZY MAPPINGS

  • Jeong, Jae-Ug
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.277-282
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    • 2002
  • In this paper we shall discuss the relationship between almost periodic fuzzy mappings and the properties of convergence theorems, and some results of almost periodic fuzzy mappings.

On the Almost Certain Rate of Convergence of Series of Independent Random Variables

  • Nam, Eun-Woo;Andrew Rosalsky
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.91-109
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    • 1995
  • The rate of convergence to a random variable S for an almost certainly convergent series $S_n = \sum^n_{j=1} X_j$ of independent random variables is studied in this paper. More specifically, when $S_n$ converges to S almost certainly, the tail series $T_n = \sum^{\infty}_{j=n} X_j$ is a well-defined sequence of random variable with $T_n \to 0$ a.c. Various sets of conditions are provided so that for a given numerical sequence $0 < b_n = o(1)$, the tail series strong law of large numbers $b^{-1}_n T_n \to 0$ a.c. holds. Moreover, these results are specialized to the case of the weighted i.i.d. random varialbes. Finally, example are provided and an open problem is posed.

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ON ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF LNQD RANDOM VARIABLES

  • Choi, Jeong-Yeol;Kim, So-Youn;Baek, Jong-Il
    • Honam Mathematical Journal
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    • v.34 no.2
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    • pp.241-252
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    • 2012
  • Let $\{X_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ be a sequence of LNQD which are dominated randomly by another random variable X. We obtain the complete convergence and almost sure convergence of weighted sums ${\sum}^n_{i=1}a_{ni}X_{ni}$ for LNQD by using a new exponential inequality, where $\{a_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ is an array of constants. As corollary, the results of some authors are extended from i.i.d. case to not necessarily identically LNQD case.

EXPONENTIAL PROBABILITY INEQUALITY FOR LINEARLY NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES

  • Ko, Mi-Hwa;Choi, Yong-Kab;Choi, Yue-Soon
    • Communications of the Korean Mathematical Society
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    • v.22 no.1
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    • pp.137-143
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    • 2007
  • In this paper, a Berstein-Hoeffding type inequality is established for linearly negative quadrant dependent random variables. A condition is given for almost sure convergence and the associated rate of convergence is specified.