• Title/Summary/Keyword: Negatively quadrant dependent

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ON CONVERGENCES FOR ARRAYS OF ROWWISE PAIRWISE NEGATIVELY QUADRANT DEPENDENT RANDOM VARIABLES

  • Ryu, Dae-Hee;Ryu, Sang-Ryul
    • Journal of applied mathematics & informatics
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    • v.30 no.1_2
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    • pp.327-336
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    • 2012
  • Let {$X_{ni}$, $i{\geq}1$, $n{\geq}1$} be an array of rowwise and pairwise negatively quadrant dependent random variables with mean zero, {$a_{ni}$, $i{\geq}1$, $n{\geq}1$} an array of weights and {$b_n$, $n{\geq}1$} an increasing sequence of positive integers. In this paper we consider some results concerning complete convergence of ${\sum}_{i=1}^{bn}a_{ni}X_{ni}$.

A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE

  • Kim, Hyun-Chull
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.3
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    • pp.615-623
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    • 2013
  • In this paper we establish a central limit theorem for weighted sums of $Y_n={\sum_{i=1}^{n}}a_n,_iX_i$, where $\{a_{n,i},\;n{\in}N,\;1{\leq}i{\leq}n\}$ is an array of nonnegative numbers such that ${\sup}_{n{\geq}1}{\sum_{i=1}^{n}}a_{n,i}^2$ < ${\infty}$, ${\max}_{1{\leq}i{\leq}n}a_{n,i}{\rightarrow}0$ and $\{X_i,\;i{\in}N\}$ is a sequence of linear negatively quadrant dependent random variables with $EX_i=0$ and $EX_i^2$ < ${\infty}$. Using this result we will obtain a central limit theorem for partial sums of linear processes.

THE WEAK LAW OF LARGE NUMBER FOR NORMED WEIGHTED SUMS OF STOCHASTICALLY DOMINATED AND PAIRWISE NEGATIVELY QUADRANT DEPENDENT RANDOM VARIABLES

  • KIM, TAE-SUNG;CHOI, JEONG-YEOL;KIM, HYUN-CHUL
    • Honam Mathematical Journal
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    • v.21 no.1
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    • pp.149-156
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    • 1999
  • Let $\{X_n,\;n{\geq}1\}$ be a sequence of pairwise negative quadrant dependent (NQD) random variables which are stochastically dominated by X. Let $\{a_n,\;n{\geq}1\}$ and $\{b_n,\;n{\geq}1\}$ be sequences of constants such that $a_n>0$ and $0. In this note a weak law of large number of the form $({\sum}_{j=1}^na_jX_j-{\nu}_n)/b_n\rightarrow\limits^p0$ is established, where $\{{\nu}_n,\;n{\geq}1\}$ is a suitable sequence.

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On the weak law of large numbers for weighted sums of airwise negative quadrant dependent random variables

  • Kim, Tae-Sung;Beak, Jong-Il
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.261-268
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    • 2000
  • Let {Xn,n$\geq$1} be a sequence of pairwise negative quadrant dependent(NQD) random variables and let {an,n$\geq$1} and {bn,n$\geq$1} be sequencesof constants such that an$\neq$0 and 0$\infty$. In this note, for pairwise NQD random varibles, a general weak law of alrge numbers of the form(∑│aj│Xj-$\upsilon$n)/bnlongrightarrow0) is established, where {νn,n$\geq$1} is a suitable sequence. AMS 2000 subject classifications ; 60F05

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STRONG LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Ko, Mi-Hwa;Han, Kwang-Hee;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.43 no.6
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    • pp.1325-1338
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    • 2006
  • For double arrays of constants ${a_{ni},\;1{\leq}i{\leq}k_n,\;n{\geq}1}$ and sequences of negatively orthant dependent random variables ${X_n,\;n{\geq}1}$, the conditions for strong law of large number of ${\sum}^{k_n}_{i=1}a_{ni}X_i$ are given. Both cases $k_n{\uparrow}{\infty}\;and\;k_n={\infty}$ are treated.

ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES UNDER CONDITION OF WEIGHTED INTEGRABILITY

  • Baek, Jong-Il;Ko, Mi-Hwa;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.45 no.4
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    • pp.1101-1111
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    • 2008
  • Under the condition of h-integrability and appropriate conditions on the array of weights, we establish complete convergence and strong law of large numbers for weighted sums of an array of dependent random variables.

ALMOST SURE MARCINKIEWICZ TYPE RESULT FOR THE ASYMPTOTICALLY NEGATIVELY DEPENDENT RANDOM FIELDS

  • Kim, Hyun-Chull
    • Honam Mathematical Journal
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    • v.31 no.4
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    • pp.505-513
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    • 2009
  • Let {$X_k;k{\in}N^d$} be centered and identically distributed random field which is asymptotically negative dependent in a certain case. In this note we prove that for $p{\alpha}$ > 1 and ${\alpha}$ > ${\frac{1}{2}}$ $E{\mid}X_1{\mid}^p(log^+{\mid}X_1{\mid}^{d-1})$ < ${\infty}$ if and only if ${\sum}_n{\mid}n{\mid}^{p{\alpha}-2}P$($max_{1{\leq}k{\leq}n{\mid}S_k{\mid}}$ > ${\epsilon}{\mid}n{\mid}$) < ${\infty}$ for all ${\epsilon}$ > 0, where log$^+$x = max{1,log x}.