• Title/Summary/Keyword: The Weak Law of Large Numbers

Search Result 37, Processing Time 0.022 seconds

THE WEAK LAW OF LARGE NUMBERS FOR RANDOMLY WEIGHTED PARTIAL SUMS

  • Kim, Tae-Sung;Choi, Kyu-Hyuck;Lee, Il-Hyun
    • Bulletin of the Korean Mathematical Society
    • /
    • v.36 no.2
    • /
    • pp.273-285
    • /
    • 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.

  • PDF

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
    • /
    • v.13 no.3
    • /
    • pp.215-223
    • /
    • 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
    • Journal of the Korean Mathematical Society
    • /
    • v.56 no.2
    • /
    • pp.457-473
    • /
    • 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
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.32 no.3
    • /
    • pp.327-336
    • /
    • 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.

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

  • Nam Eun-Woo
    • The Journal of the Korea Contents Association
    • /
    • v.6 no.5
    • /
    • pp.29-34
    • /
    • 2006
  • For the almost certainly convergent series $S_n=\sum_{i=1}^nV-i$ of independent random elements in Banach spaces, by investigating tail series laws of large numbers, the rate of convergence of the series $S_n$ to a random variable s is studied in this paper. More specifically, by studying the duality between the limiting behavior of the tail series $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}V-i$ of random variables and that of Banach space valued random elements, an alternative way of proving a result of the previous work, which establishes the equivalence between the tail series weak law of large numbers and a limit law, is provided in a Banach space setting.

  • PDF

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
    • /
    • v.29 no.3
    • /
    • pp.261-268
    • /
    • 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

  • PDF

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

  • Wu, Yongfeng;Guan, Mei
    • Journal of the Korean Mathematical Society
    • /
    • v.49 no.6
    • /
    • pp.1097-1110
    • /
    • 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
    • /
    • v.23 no.2
    • /
    • pp.483-498
    • /
    • 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.

  • PDF