• 제목/요약/키워드: law of large numbers

검색결과 158건 처리시간 0.018초

A GENERAL LAW OF LARGE NUMBERS FOR ARRAY OF L-R FUZZY NUMBERS

  • Kwon, Joong-Sung
    • Journal of applied mathematics & informatics
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    • 제6권2호
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    • pp.447-454
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    • 1999
  • We study a general law of large numbers for array of mu-tually T related fuzzy numbers where T is an Archimedean t-norm and generalize earlier results of Fuller(1992), Triesch(1993) and Hong (1996).

NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION

  • Hwang, Kyo-Shin
    • East Asian mathematical journal
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    • 제36권1호
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    • pp.25-34
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    • 2020
  • The classical limit theorems like strong law of large numbers, central limit theorems and law of iterated logarithms are fundamental theories in probability and statistics. These limit theorems are proved under additivity of probabilities and expectations. In this paper, we investigate strong law of large numbers under sub-linear expectation which generalize the classical ones. We give strong law of large numbers under sub-linear expectation with respect to the partial sums and some conditions similar to Petrov's. It is an extension of the classical Chung type strong law of large numbers of Jardas et al.'s result. As an application, we obtain Chung's strong law of large number and Marcinkiewicz's strong law of large number for independent and identically distributed random variables under the sub-linear expectation. Here the sub-linear expectation and its related capacity are not additive.

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

  • SHEN, AITING
    • 대한수학회지
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    • 제53권1호
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    • pp.45-55
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    • 2016
  • Let {$X_n,n{\geq}1$} be a sequence of negatively superadditive dependent random variables. In the paper, we study the strong law of large numbers for general weighted sums ${\frac{1}{g(n)}}{\sum_{i=1}^{n}}{\frac{X_i}{h(i)}}$ of negatively superadditive dependent random variables with non-identical distribution. Some sufficient conditions for the strong law of large numbers are provided. As applications, the Kolmogorov strong law of large numbers and Marcinkiewicz-Zygmund strong law of large numbers for negatively superadditive dependent random variables are obtained. Our results generalize the corresponding ones for independent random variables and negatively associated random variables.

The uniform laws of large numbers for the chaotic logistic map

  • Bae, Jongsig;Hwang, Changha;Jun, Doobae
    • Journal of the Korean Data and Information Science Society
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    • 제28권6호
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    • pp.1565-1571
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    • 2017
  • The standard logistic map is an iterative function, which forms a discrete-time dynamic system. The chaotic logistic map is a kind of ergodic map defined over the unit interval. In this paper we study the limiting behaviors on the several processes induced by the chaotic logistic map. We derive the law of large numbers for the process induced by the chaotic logistic map. We also derive the uniform law of large numbers for this process. When deriving the uniform law of large numbers, we study the role of bracketing of the indexed class of functions associated with the process. Then we apply the idea of DeHardt (1971) associated with the bracketing method to the process induced by the logistic map. We finally illustrate an application to Monte Carlo integration.

A NOTE ON THE WEAK LAW OF LARGE NUMBERS FOR EXCHANGEABLE RANDOM VARIABLES

  • Hong, Dug-Hun;Lee, Sung-Ho
    • 대한수학회논문집
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    • 제13권2호
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    • pp.385-391
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    • 1998
  • In this note, we study a weak law of large numbers for sequences of exchangeable random variables. As a special case, we have an extension of Kolmogorov's generalization of Khintchine's weak law of large numbers to i.i.d. random variables.

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The Uniform Law of Large Numbers for the Baker Transformation

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Communications for Statistical Applications and Methods
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    • 제16권1호
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    • pp.157-162
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    • 2009
  • The baker transformation is an ergodic transformation defined on the half open unit square. This paper considers the limiting behavior of the partial sum process of a martingale sequence constructed from the baker transformation. We get the uniform law of large numbers for the baker transformation.

ON THE STRONG LAW OF LARGE NUMBERS FOR LINEARLY POSITIVE QUADRANT DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Seo, Hye-Young
    • 대한수학회논문집
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    • 제13권1호
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    • pp.151-158
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    • 1998
  • In this note we derive inequalities of linearly positive quadrant dependent random variables and obtain a strong law of large numbers for linealy positive quardant dependent random variables. Our results imply an extension of Birkel's strong law of large numbers for associated random variables to the linear positive quadrant dependence case.

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IDENTICALLY DISTRIBUTED UNCORRELATED RANDOM VARIABLES NOT FULFILLING THE WLLN

  • Landers, Dieter;Rogge, Lothar
    • 대한수학회보
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    • 제38권3호
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    • pp.605-610
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    • 2001
  • It is shown that for each 1 < p < 2 there exist identically distributed uncorrelated random variables $X_n\; with\;E({$\mid$X_1$\mid$}^p)\;<\;{\infty}$, not fulfilling the weak law of large numbers (WLLN). If, however, the random variables are moreover non-negative, the weaker integrability condition $E(X_1\;log\;X_1)\;<\;{\infty}$ already guarantees the strong law of large numbers.

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