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

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A WEAK LAW FOR WEIGHTED SUMS OF ARRAY OF ROW NA RANDOM VARIABLES

  • Baek, Jong-Il;Liang, Han-Ying;Choi, Jeong-Yeol
    • Bulletin of the Korean Mathematical Society
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    • v.40 no.2
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    • pp.341-349
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    • 2003
  • Let {$x_{nk}\;$\mid$1\;\leq\;k\;\leq\;n,\;n\;\geq\;1$} be an array of random varianbles and $\{a_n$\mid$n\;\geq\;1\}\;and\;\{b_n$\mid$n\;\geq\;1} be a sequence of constants with $a_n\;>\;0,\;b_n\;>\;0,\;n\;\geq\;1. In this paper, for array of row negatively associated(NA) random variables, we establish a general weak law of large numbers (WLLA) of the form (${\sum_{\kappa=1}}^n\;a_{\kappa}X_{n\kappa}\;-\;\nu_{n\kappa})\;/b_n$ converges in probability to zero, as $n\;\rightarrow\;\infty$, where {$\nu_{n\kappa}$\mid$1\;\leq\;\kappa\;\leq\;n,\;n\;\geq\;1$} is a suitable array of constants.

ON THE WEAK LAWS WITH RANDOM INDICES FOR PARTIAL SUMS FOR ARRAYS OF RANDOM ELEMENTS IN MARTINGALE TYPE p BANACH SPACES

  • Sung, Soo-Hak;Hu, Tien-Chung;Volodin, Andrei I.
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.543-549
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    • 2006
  • Sung et al. [13] obtained a WLLN (weak law of large numbers) for the array $\{X_{{ni},\;u_n{\leq}i{\leq}v_n,\;n{\leq}1\}$ of random variables under a Cesaro type condition, where $\{u_n{\geq}-{\infty},\;n{\geq}1\}$ and $\{v_n{\leq}+{\infty},\;n{\geq}1\}$ large two sequences of integers. In this paper, we extend the result of Sung et al. [13] to a martingale type p Banach space.

AN EXTENSION OF RANDOM SUMMATIONS OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Giang, Le Truong;Hung, Tran Loc
    • Communications of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.605-618
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    • 2018
  • The main goal of this paper is to study an extension of random summations of independent and identically distributed random variables when the number of summands in random summation is a partial sum of n independent, identically distributed, non-negative integer-valued random variables. Some characterizations of random summations are considered. The central limit theorems and weak law of large numbers for extended random summations are established. Some weak limit theorems related to geometric random sums, binomial random sums and negative-binomial random sums are also investigated as asymptotic behaviors of extended random summations.

On the Weak Law of Large Numbers for the Sums of Sign-Invariant Random Variables (대칭확률변수(對稱確率變數)의 대수(對數)의 법칙(法則)에 대하여)

  • Hong, Dug-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.53-63
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    • 1993
  • We consider various types of weak convergence for sums of sign-invariant random variables. Some results show a similarity between independence and sign-invariance. As a special case, we obtain a result which strengthens a weak law proved by Rosalsky and Teicher [6] in that some assumptions are deleted.

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ON THE WEAK LAW FOR WEIGHTED SUMS INDEXED BY RANDOM VARIABLES UNDER NEGATIVELY ASSOCIATED ARRAYS

  • Baek, Jong-Il;Lee, Dong-Myong
    • Communications of the Korean Mathematical Society
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    • v.18 no.1
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    • pp.117-126
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    • 2003
  • Let {$X_{nk}$\mid$1\;{\leq}\;k\;{\leq}\;n,\;n\;{\geq}\;1$} be an array of row negatively associated (NA) random variables which satisfy $P($\mid$X_{nk}$\mid$\;>\;x)\;{\leq}\;P($\mid$X$\mid$\;>\;x)$. For weighed sums ${{\Sigma}_{k=1}}^{Tn}\;a_kX_{nk}$ indexed by random variables {$T_n$\mid$n\;{\geq}$1$}, we establish a general weak law of large numbers (WLLN) of the form $({{\Sigma}_{k=1}}^{Tn}\;a_kX_{nk}\;-\;v_{[nk]})\;/b_{[an]}$ under some suitable conditions, where $\{a_n$\mid$n\;\geq\;1\},\; \{b_n$\mid$n\;\geq\;1\}$ are sequences of constants with $a_n\;>\;0,\;0\;<\;b_n\;\rightarrow \;\infty,\;n\;{\geq}\;1$, and {$v_{an}$\mid$n\;{\geq}\;1$} is an array of random variables, and the symbol [x] denotes the greatest integer in x.

MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACES

  • Dung, Le Van;Tien, Nguyen Duy
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.467-482
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    • 2010
  • For a double array of random elements {$V_{mn};m{\geq}1,\;n{\geq}1$} in a real separable Banach space, some mean convergence theorems and weak laws of large numbers are established. For the mean convergence results, conditions are provided under which $k_{mn}^{-\frac{1}{r}}\sum{{u_m}\atop{i=1}}\sum{{u_n}\atop{i=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in $L_r$ (0 < r < 2). The weak law results provide conditions for $k_{mn}^{-\frac{1}{r}}\sum{{T_m}\atop{i=1}}\sum{{\tau}_n\atop{j=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in probability where {$T_m;m\;{\geq}1$} and {${\tau}_n;n\;{\geq}1$} are sequences of positive integer-valued random variables, {$k_{mn};m{{\geq}}1,\;n{\geq}1$} is an array of positive integers. The sharpness of the results is illustrated by examples.

Random Elements in $L^1(R)$ and Kernel Density Estimators

  • Lee, Sung-Ho;Lee, Robert -Taylor
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.83-91
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    • 1993
  • Random elements in $L^1(R)$ and some properties of $L^1(R)$ space are investigated with application to kernel density estimators. A weak law of large numbers for compact uniformly integrable random elements is introduced for further application.

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ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Baek, Jong-Il;Seo, Hye-Young;Lee, Gil-Hwan;Choi, Jeong-Yeol
    • Journal of the Korean Mathematical Society
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    • v.46 no.4
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    • pp.827-840
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    • 2009
  • Let {$X_{ni}$ | $1{\leq}i{\leq}n,\;n{\geq}1$} be an array of rowwise negatively dependent (ND) random variables. We in this paper discuss the conditions of ${\sum}^n_{t=1}a_{ni}X_{ni}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed setting and the strong law of large numbers for weighted sums of arrays of rowwise negatively dependent random variables is also considered.

ON THE WEAK LAW OF LARGE NUMBERS FOR ARRAYS OF PAIRWISE INDEPENDENT RANDOM VARIABLES

  • Hong, Dug-Hun;Hwang, Seok-Yoon;Kwon, Joong-Sung
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.419-421
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    • 1994
  • Recently Hong and Oh [5] provided a fairly general weak law for arrays in the following form: Let {(X/sub ni/, l ≤ i ≤ k/sub n/), n ≥ l}, k/sub n/ → ∞ as n → ∞, be an array of random variables on (Ω, F, P) and set F/sub nj/ = σ{X/sub ni/, 1 ≤ i ≤ j}, 1 ≤ j ≤ k/sub n/, n ≥ 1, and F/sub n0/ = {ø, Ω}, n ≥ 1. Suppose that (equation omitted) aP { X/sub ni/ /sup p/ > a} → 0 as a → ∞ uniformly in n for some 0 < p < 2. Then S/sub n//(equation omitted) → 0 in probability as n → ∞ where S/sub n/ = (equation omitted)(X/sub ni/ - E(X/sib ni/I( X/sub ni/ /sub p/ ≤ k/sub n/) F/sub n,i-l/)). In this note, we will prove the following result under the same domination condition of Hong and Oh [5].(omitted)

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