• Title/Summary/Keyword: Associated random variables

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ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • SHEN, AITING
    • Journal of the Korean Mathematical Society
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    • v.53 no.1
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    • pp.45-55
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    • 2016
  • Let {$X_n,n{\geq}1$} be a sequence of negatively superadditive dependent random variables. In the paper, we study the strong law of large numbers for general weighted sums ${\frac{1}{g(n)}}{\sum_{i=1}^{n}}{\frac{X_i}{h(i)}}$ of negatively superadditive dependent random variables with non-identical distribution. Some sufficient conditions for the strong law of large numbers are provided. As applications, the Kolmogorov strong law of large numbers and Marcinkiewicz-Zygmund strong law of large numbers for negatively superadditive dependent random variables are obtained. Our results generalize the corresponding ones for independent random variables and negatively associated random variables.

ON THE STRONG LAW OF LARGE NUMBERS FOR LINEARLY POSITIVE QUADRANT DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Seo, Hye-Young
    • Communications of the Korean Mathematical Society
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    • v.13 no.1
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    • pp.151-158
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    • 1998
  • In this note we derive inequalities of linearly positive quadrant dependent random variables and obtain a strong law of large numbers for linealy positive quardant dependent random variables. Our results imply an extension of Birkel's strong law of large numbers for associated random variables to the linear positive quadrant dependence case.

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Convergence of weighted sums of linearly negative quadrant dependent random variables (선형 음의 사분 종속확률변수에서 가중합에 대한 수렴성 연구)

  • Lee, Seung-Woo;Baek, Jong-Il
    • Journal of Applied Reliability
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    • v.12 no.4
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    • pp.265-274
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    • 2012
  • We in this paper discuss the strong law of large numbers for weighted sums of arrays of rowwise LNQD random variables by using a new exponential inequality of LNQD r.v.'s under suitable conditions and we obtain one of corollary.

CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES

  • Liang, Han-Yang;Zhang, Dong-Xia;Baek, Jong-Il
    • Journal of the Korean Mathematical Society
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    • v.41 no.5
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    • pp.883-894
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    • 2004
  • We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.

On the Functional Central Limit Theorem of Negatively Associated Processes

  • Baek Jong Il;Park Sung Tae;Lee Gil Hwan
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.117-123
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    • 2005
  • A functional central limit theorem is obtained for a stationary linear process of the form $X_{t}= \sum\limits_{j=0}^\infty{a_{j}x_{t-j}}$, where {x_t} is a strictly stationary sequence of negatively associated random variables with suitable conditions and {a_j} is a sequence of real numbers with $\sum\limits_{j=0}^\infty|a_{j}|<\infty$.

On the Strong Laws for Weighted Sums of AANA Random Variables

  • Kim, Tae-Sung;Ko, Mi-Hwa;Chung, Sung-Mo
    • Journal of the Korean Statistical Society
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    • v.31 no.3
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    • pp.369-378
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    • 2002
  • Strong laws of large numbers for weighted sums of asymptotically almost negatively associated(AANA) sequence are proved by our generalized maximal inequality for AANA random variables at a crucial step.

On Convergence of Weighted Sums of LNQD Random

  • Kim, So-Youn;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.647-654
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    • 2012
  • We discuss the strong convergence for weighted sums of linearly negative quadrant dependent(LNQD) random variables under suitable conditions and the central limit theorem for weighted sums of an LNQD case is also considered. In addition, we derive some corollaries in LNQD setting.

A Weak Convergence of the Linear Random Field Generated by Associated Randomvariables ℤ2

  • Kim, Tae-Sung;Ko, Mi-Hwa;Kim, Hyun-Chull
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.959-967
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    • 2008
  • In this paper we show the weak convergence of the linear random(multistochastic process) field generated by identically distributed 2-parameter array of associated random variables. Our result extends the result in Newman and Wright (1982) to the linear 2-parameter processes as well as the result in Kim and Ko (2003) to the 2-parameter case.

LIMIT THEOREM FOR ASSOCIATED RANDOM MEASURES

  • Ru, Dae-Hee
    • Journal of applied mathematics & informatics
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    • v.3 no.1
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    • pp.89-100
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    • 1996
  • In this paper we investigate a limit theorem for a non-statioary d-parameter array of associated random variables applying the criterion of the tightness condition in Donsker, M[1951]. Our re-sults imply an extension to the nonstatioary case of Convergence of Probability Measure of billingsley. P[1986]. and analogous results for the d-dimensional associated random measure. These results are also applied to show a new limit theorem for Poisson cluster random mea-sures.