• Title/Summary/Keyword: Almost sure 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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Almost Sure Convergence for Asymptotically Almost Negatively Associated Random Variable Sequences

  • Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1013-1022
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    • 2009
  • We in this paper study the almost sure convergence for asymptotically almost negatively associated(AANA) random variable sequences and obtain some new results which extend and improve the result of Jamison et al. (1965) and Marcinkiewicz-Zygumnd strong law types in the form given by Baum and Katz (1965), three-series theorem.

STATISTICAL CONVERGENCE OF DOUBLE SEQUENCES OF COMPLEX UNCERTAIN VARIABLES

  • DATTA, DEBASISH;TRIPATHY, BINOD CHANDRA
    • Journal of applied mathematics & informatics
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    • v.40 no.1_2
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    • pp.191-204
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    • 2022
  • This paper introduces the statistical convergence concepts of double sequences of complex uncertain variables: statistical convergence almost surely(a.s.), statistical convergence in measure, statistical convergence in mean, statistical convergence in distribution and statistical convergence uniformly almost surely(u.a.s.).

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.