• 제목/요약/키워드: almost sure convergence of series

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Almost Sure Convergence for Asymptotically Almost Negatively Associated Random Variable Sequences

  • Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • 제16권6호
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    • pp.1013-1022
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    • 2009
  • We in this paper study the almost sure convergence for asymptotically almost negatively associated(AANA) random variable sequences and obtain some new results which extend and improve the result of Jamison et al. (1965) and Marcinkiewicz-Zygumnd strong law types in the form given by Baum and Katz (1965), three-series theorem.

ON CONVERGENCE OF SERIES OF INDEPENDENTS RANDOM VARIABLES

  • Sung, Soo-Hak;Volodin, Andrei-I.
    • 대한수학회보
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    • 제38권4호
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    • pp.763-772
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    • 2001
  • The rate of convergence for an almost surely convergent series $S_n={\Sigma^n}_{i-1}X_i$ of independent random variables is studied in this paper. More specifically, when S$_{n}$ converges almost surely to a random variable S, the tail series $T_n{\equiv}$ S - S_{n-1} = {\Sigma^\infty}_{i-n} X_i$ is a well-defined sequence of random variables with T$_{n}$ $\rightarrow$ 0 almost surely. Conditions are provided so that for a given positive sequence {$b_n, n {\geq$ 1}, the limit law sup$_{\kappa}\geqn | T_{\kappa}|/b_n \rightarrow$ 0 holds. This result generalizes a result of Nam and Rosalsky [4].

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On the Strong Law of Large Numbers for Arbitrary Random Variables

  • 남은우
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.49-54
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    • 2002
  • For arbitrary random variables {$X_{n},n{\geq}1$}, the order of growth of the series. $S_{n}\;=\;{\sum}_{j=1}^n\;X_{j}$ is studied in this paper. More specifically, when the series S_{n}$ diverges almost surely, the strong law of large numbers $S_{n}/g_{n}^{-1}$($A_{n}{\psi}(A_{n}))\;{\rightarrow}\;0$ a.s. is constructed by extending the results of Petrov (1973). On the other hand, if the series $S_{n}$ converges almost surely to a random variable S, then the tail series $T_{n}\;=\;S\;-\;S_{n-1}\;=\;{\sum}_{j=n}^{\infty}\;X_{j}$ is a well-defined sequence of random variables and converges to 0 almost surely. For the almost surely convergent series $S_{n}$, a tail series strong law of large numbers $T_{n}/g_{n}^{-1}(B_{n}{\psi}^{\ast}(B_{n}^{-1}))\;{\rightarrow}\;0$ a.s., which generalizes the result of Klesov (1984), is also established by investigating the duality between the limiting behavior of partial sums and that of tail series. In particular, an example is provided showing that the current work can prevail despite the fact that previous tail series strong law of large numbers does not work.

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