• 제목/요약/키워드: Stochastically dominated

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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
    • 호남수학학술지
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    • 제21권1호
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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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SLIN FOR WEIGHTED SUMS OF STOCHASTICALLY DOMINATED PAIRWISE INDEPENDENT RANDOM VARIABLES

  • Sung, Soo-Hak
    • 대한수학회논문집
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    • 제13권2호
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    • pp.377-384
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    • 1998
  • Let ${X_n,n \geq 1}$ be a sequence of stochatically dominated pairwise independent random variables. Let ${a_n, n \geq 1}$ and ${b_n, n \geq 1}$ be seqence of constants such that $a_n \neq 0$ and $0 < b_n \uparrow \infty$. A strong law large numbers of the form $\sum^{n}_{j=1}{a_j X_i//b_n \to 0$ almost surely is obtained.

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LIMITING BEHAVIOR OF THE MAXIMUM OF THE PARTIAL SUM FOR NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • KIM, HYUN-CHULL
    • 충청수학회지
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    • 제28권3호
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    • pp.409-417
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    • 2015
  • In this paper, some $L_p$-convergences and complete convergences of the maximum of the partial sum for negatively superadditive dependent random variables are obtained. The proofs of the results are based on a new Rosenthal type inequality concerning negatively superadditive dependent random variables.

COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE ASYMPTOTICALLY NEGATIVELY ASSOCIATED RANDOM VARIABLES

  • Kim, Hyun-Chull
    • 충청수학회지
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    • 제30권4호
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    • pp.411-422
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    • 2017
  • Let {$X_{ni}$, $i{\geq}1$, $n{\geq}1$} be an array of rowwise asymptotically negatively associated random variables and {$a_{ni}$, $i{\geq}1$, $n{\geq}1$} an array of constants. Some results concerning complete convergence of weighted sums ${\sum}_{i=1}^{n}a_{ni}X_{ni}$ are obtained. They generalize some previous known results for arrays of rowwise negatively associated random variables to the asymptotically negative association case.

ON THE RATE OF COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF ARRAYS OF RANDOM ELEMENTS

  • Sung, Soo-Hak;Volodin Andrei I.
    • 대한수학회지
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    • 제43권4호
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    • pp.815-828
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    • 2006
  • Let {$V_{nk},\;k\;{\geq}\;1,\;{\geq}\;1$} be an array of rowwise independent random elements which are stochastically dominated by a random variable X with $E\|X\|^{\frac{\alpha}{\gamma}+{\theta}}log^{\rho}(\|X\|)\;<\;{\infty}$ for some ${\rho}\;>\;0,\;{\alpha}\;>\;0,\;{\gamma}\;>\;0,\;{\theta}\;>\;0$ such that ${\theta}+{\alpha}/{\gamma}<2$. Let {$a_{nk},k{\geq}1,n{\geq}1$) be an array of suitable constants. A complete convergence result is obtained for the weighted sums of the form $\sum{^\infty_k_=_1}\;a_{nk}V_{nk}$.

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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    • 제30권1_2호
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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 ${\sum}_{i=1}^{bn}a_{ni}X_{ni}$.

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

  • Ko, Mi-Hwa;Han, Kwang-Hee;Kim, Tae-Sung
    • 대한수학회지
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    • 제43권6호
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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.