• Title/Summary/Keyword: law of large numbers

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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
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    • v.6 no.5
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    • pp.29-34
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    • 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.

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MAXIMAL INEQUALITIES AND STRONG LAW OF LARGE NUMBERS FOR AANA SEQUENCES

  • Xuejun, Wang;Shuhe, Hu;Xiaoqin, Li;Wenzhi, Yang
    • Communications of the Korean Mathematical Society
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    • v.26 no.1
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    • pp.151-161
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    • 2011
  • Let {$X_n$, $n{\geq}1$} be a sequence of asymptotically almost negatively associated random variables and $S_n=\sum^n_{i=1}X_i$. In the paper, we get the precise results of H$\acute{a}$jek-R$\acute{e}$nyi type inequalities for the partial sums of asymptotically almost negatively associated sequence, which generalize and improve the results of Theorem 2.4-Theorem 2.6 in Ko et al. ([4]). In addition, the large deviation of $S_n$ for sequence of asymptotically almost negatively associated random variables is studied. At last, the Marcinkiewicz type strong law of large numbers is given.

On the Strong Law of Large Numbers for Convex Tight Fuzzy Random Variables

  • Joo Sang Yeol;Lee Seung Soo
    • Proceedings of the Korean Statistical Society Conference
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    • 2001.11a
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    • pp.137-141
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    • 2001
  • We can obtain SLLN's for fuzzy random variables with respect to the new metric $d_s$ on the space F(R) of fuzzy numbers in R. In this paper, we obtain a SLLN for convex tight random elements taking values in F(R).

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ON THE WEAK LAW FOR RANDOMLY INDEXED PARTIAL SUMS FOR ARRAYS

  • Hong, Dug-Hun;Sung, Soo-Hak;Andrei I.Volodin
    • Communications of the Korean Mathematical Society
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    • v.16 no.2
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    • pp.291-296
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    • 2001
  • For randomly indexed sums of the form (Equation. See Full-text), where {X(sub)ni, i$\geq$1, n$\geq$1} are random variables, {N(sub)n, n$\geq$1} are suitable conditional expectations and {b(sub)n, n$\geq$1} are positive constants, we establish a general weak law of large numbers. Our result improves that of Hong [3].

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