• Title/Summary/Keyword: Random Variables

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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 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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IDENTICALLY DISTRIBUTED UNCORRELATED RANDOM VARIABLES NOT FULFILLING THE WLLN

  • Landers, Dieter;Rogge, Lothar
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.605-610
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    • 2001
  • It is shown that for each 1 < p < 2 there exist identically distributed uncorrelated random variables $X_n\; with\;E({$\mid$X_1$\mid$}^p)\;<\;{\infty}$, not fulfilling the weak law of large numbers (WLLN). If, however, the random variables are moreover non-negative, the weaker integrability condition $E(X_1\;log\;X_1)\;<\;{\infty}$ already guarantees the strong law of large numbers.

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A NOTE ON THE WEAK LAW OF LARGE NUMBERS FOR EXCHANGEABLE RANDOM VARIABLES

  • Hong, Dug-Hun;Lee, Sung-Ho
    • Communications of the Korean Mathematical Society
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    • v.13 no.2
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    • pp.385-391
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    • 1998
  • In this note, we study a weak law of large numbers for sequences of exchangeable random variables. As a special case, we have an extension of Kolmogorov's generalization of Khintchine's weak law of large numbers to i.i.d. random variables.

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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 COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Qiu, Dehua;Chen, Pingyan;Antonini, Rita Giuliano;Volodin, Andrei
    • Journal of the Korean Mathematical Society
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    • v.50 no.2
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    • pp.379-392
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    • 2013
  • A general result for the complete convergence of arrays of rowwise extended negatively dependent random variables is derived. As its applications eight corollaries for complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables are given, which extend the corresponding known results for independent case.