• 제목/요약/키워드: asymptotically linear negative quadrant dependence

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STRONG LAW OF LARGE NUMBERS FOR ASYMPTOTICALLY NEGATIVE DEPENDENT RANDOM VARIABLES WITH APPLICATIONS

  • Kim, Hyun-Chull
    • Journal of applied mathematics & informatics
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    • 제29권1_2호
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    • pp.201-210
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    • 2011
  • In this paper, we obtain the H$\`{a}$jeck-R$\`{e}$nyi type inequality and the strong law of large numbers for asymptotically linear negative quadrant dependent random variables by using this inequality. We also give the strong law of large numbers for the linear process under asymptotically linear negative quadrant dependence assumption.

ALMOST SURE MARCINKIEWICZ TYPE RESULT FOR THE ASYMPTOTICALLY NEGATIVELY DEPENDENT RANDOM FIELDS

  • Kim, Hyun-Chull
    • 호남수학학술지
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    • 제31권4호
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    • pp.505-513
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    • 2009
  • Let {$X_k;k{\in}N^d$} be centered and identically distributed random field which is asymptotically negative dependent in a certain case. In this note we prove that for $p{\alpha}$ > 1 and ${\alpha}$ > ${\frac{1}{2}}$ $E{\mid}X_1{\mid}^p(log^+{\mid}X_1{\mid}^{d-1})$ < ${\infty}$ if and only if ${\sum}_n{\mid}n{\mid}^{p{\alpha}-2}P$($max_{1{\leq}k{\leq}n{\mid}S_k{\mid}}$ > ${\epsilon}{\mid}n{\mid}$) < ${\infty}$ for all ${\epsilon}$ > 0, where log$^+$x = max{1,log x}.