• 제목/요약/키워드: The Weak Law of Large Numbers

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THE WEAK LAW OF LARGE NUMBERS FOR RANDOMLY WEIGHTED PARTIAL SUMS

  • Kim, Tae-Sung;Choi, Kyu-Hyuck;Lee, Il-Hyun
    • 대한수학회보
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    • 제36권2호
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    • pp.273-285
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    • 1999
  • In this paper we establish the weak law of large numbers for randomly weighted partial sums of random variables and study conditions imposed on the triangular array of random weights {$W_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}n{\geq}1$} and on the triangular array of random variables {$X_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}{\geq}1$} which ensure that $\sum_{j=1}^{n}{\;}W_{nj}{\mid}X_{nj}{\;}-{\;}B_{nj}{\mid}$ converges In probability to 0, where {$B_{nj}{\;}:{\;}1{\;}{\leq}{\;}j{\;}{\leq}{\;}n,{\;}n{\;}{\geq}{\;}1$} is a centering array of constants or random variables.

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Weak laws of large numbers for weighted sums of Banach space valued fuzzy random variables

  • Kim, Yun Kyong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권3호
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    • pp.215-223
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    • 2013
  • In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of normal and upper-semicontinuous fuzzy sets with compact support in a separable real Banach space. First, we give weak laws of large numbers for weighted sums of strong-compactly uniformly integrable fuzzy random variables. Then, we consider the case that the weighted averages of expectations of fuzzy random variables converge. Finally, weak laws of large numbers for weighted sums of strongly tight or identically distributed fuzzy random variables are obtained as corollaries.

WEAK LAWS OF LARGE NUMBERS FOR WEIGHTED COORDINATEWISE PAIRWISE NQD RANDOM VECTORS IN HILBERT SPACES

  • Le, Dung Van;Ta, Son Cong;Tran, Cuong Manh
    • 대한수학회지
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    • 제56권2호
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    • pp.457-473
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    • 2019
  • In this paper, we investigate weak laws of large numbers for weighted coordinatewise pairwise negative quadrant dependence random vectors in Hilbert spaces in the case that the decay order of tail probability is r for some 0 < r < 2. Moreover, we extend results concerning Pareto-Zipf distributions and St. Petersburg game.

THE WEAK LAWS OF LARGE NUMBERS FOR SUMS OF ASYMPTOTICALLY ALMOST NEGATIVELY ASSOCIATED RANDOM VECTORS IN HILBERT SPACES

  • Kim, Hyun-Chull
    • 충청수학회지
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    • 제32권3호
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    • pp.327-336
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    • 2019
  • In this paper, the weak laws of large numbers for sums of asymptotically almost negatively associated random vectors in Hilbert spaces are investigated. Some results in Hien and Thanh ([3]) are generalized to asymptotically almost negatively random vectors in Hilbert space.

Banach 공간에서 독립인 확률요소들의 Tail 합에 대한 대수의 법칙에 대하여 (On the Tail Series Laws of Large Numbers for Independent Random Elements in Banach Spaces)

  • 남은우
    • 한국콘텐츠학회논문지
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    • 제6권5호
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    • pp.29-34
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    • 2006
  • 본 연구에서는, Banach 공간의 값을 갖는 확률요소들의 합 $S_n=\sum_{i=1}^nV-i$ 수렴하는 경우에, Tail 합 $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}V-i$에 대한 대수의 법칙을 고찰하여 $S_n$이 하나의 확률변수 S로 수렴하는 속도를 연구한다. 좀 더 구체적으로 말하자면, 확률변수들의 Tail 합과 확률요소들의 Tail 합에 대한 극한 성질의 유사성을 연구하여, Banach 공간에서 독립인 확률요소들의 Tail 합에 대한 약 대수의 법칙과 하나의 수렴법칙이 동등함을 기술하는 기존의 정리를 다른 대체적인 방법으로 증명한다.

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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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    • 제29권3호
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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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CONVERGENCE PROPERTIES OF THE PARTIAL SUMS FOR SEQUENCES OF END RANDOM VARIABLES

  • Wu, Yongfeng;Guan, Mei
    • 대한수학회지
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    • 제49권6호
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    • pp.1097-1110
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    • 2012
  • The convergence properties of extended negatively dependent sequences under some conditions of uniform integrability are studied. Some sufficient conditions of the weak law of large numbers, the $p$-mean convergence and the complete convergence for extended negatively dependent sequences are obtained, which extend and enrich the known results in the literature.

A law of large numbers for maxima in $M/M/infty$ queues and INAR(1) processes

  • Park, Yoo-Sung;Kim, Kee-Young;Jhun, Myoung-Shic
    • Journal of the Korean Statistical Society
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    • 제23권2호
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    • pp.483-498
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    • 1994
  • Suppose that a stationary process ${X_t}$ has a marginal distribution whose support consists of sufficiently large integers. We are concerned with some analogous law of large numbers for such distribution function F. In particular, we determine a weak law of large numbers for maximum queueing length in $M/M\infty$ system. We also present a limiting behavior for the maxima based on AR(1) process with binomial thining and poisson marginals (INAR(1)) introduced by E. Mckenzie. It turns out that the result of AR(1) process is the same as that of $M/M/\infty$ queueing process in limit when we observe the queues at regularly spaced intervals of time.

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