• Title/Summary/Keyword: linearly negative quadrant random variables

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Convergence of weighted sums of linearly negative quadrant dependent random variables (선형 음의 사분 종속확률변수에서 가중합에 대한 수렴성 연구)

  • Lee, Seung-Woo;Baek, Jong-Il
    • Journal of Applied Reliability
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    • v.12 no.4
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    • pp.265-274
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    • 2012
  • We in this paper discuss the strong law of large numbers for weighted sums of arrays of rowwise LNQD random variables by using a new exponential inequality of LNQD r.v.'s under suitable conditions and we obtain one of corollary.

EXPONENTIAL PROBABILITY INEQUALITY FOR LINEARLY NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES

  • Ko, Mi-Hwa;Choi, Yong-Kab;Choi, Yue-Soon
    • Communications of the Korean Mathematical Society
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    • v.22 no.1
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    • pp.137-143
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    • 2007
  • In this paper, a Berstein-Hoeffding type inequality is established for linearly negative quadrant dependent random variables. A condition is given for almost sure convergence and the associated rate of convergence is specified.

On Convergence of Weighted Sums of LNQD Random

  • Kim, So-Youn;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.647-654
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    • 2012
  • We discuss the strong convergence for weighted sums of linearly negative quadrant dependent(LNQD) random variables under suitable conditions and the central limit theorem for weighted sums of an LNQD case is also considered. In addition, we derive some corollaries in LNQD setting.

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION

  • KIM, HYUN-CHULL;KIM, TAE-SUNG
    • Communications of the Korean Mathematical Society
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    • v.20 no.3
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    • pp.531-538
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    • 2005
  • In this paper we derive the central limit theorem for ${\sum}_{i=1}^n\;a_{ni}\xi_i$, where ${a_{ni},\;1\;{\leq}\;i\;{\leq}\;n}$ is a triangular array of nonnegative numbers such that $sup_n{\sum}_{i=1}^n\;a_{ni}^2\;<\;{\infty},\;max_{1{\leq}i{\leq}n}a_{ni}{\rightarrow}0\;as\;n\;{\rightarrow}\;{\infty}\;and\;\xi'_i\;s$ are a linearly negative quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process $X_n\;=\;\sum_{j=-\infty}^\infty\;a_k+_j{\xi}_j$.

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUMS OF LPQD RANDOM VARIABLES AND ITS APPLICATION

  • Ko, Mi-Hwa;Kim, Hyun-Chull;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.529-538
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    • 2006
  • In this paper we derive the central limit theorem for ${\sum}^n_{i=l}\;a_{ni}{\xi}_{i},\;where\;\{a_{ni},\;1\;{\le}\;i\;{\le}n\}$ is a triangular array of non-negative numbers such that $sup_n{\sum}^n_{i=l}\;a^2_{ni}\;<\;{\infty},\;max_{1{\le}i{\le}n\;a_{ni}{\to}\;0\;as\;n{\to}{\infty}\;and\;{\xi}'_{i}s$ are a linearly positive quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process of the form $X_n\;=\;{\sum}^{\infty}_{j=-{\infty}}a_{k+j}{\xi}_{j}$.

ON ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF LNQD RANDOM VARIABLES

  • Choi, Jeong-Yeol;Kim, So-Youn;Baek, Jong-Il
    • Honam Mathematical Journal
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    • v.34 no.2
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    • pp.241-252
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    • 2012
  • Let $\{X_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ be a sequence of LNQD which are dominated randomly by another random variable X. We obtain the complete convergence and almost sure convergence of weighted sums ${\sum}^n_{i=1}a_{ni}X_{ni}$ for LNQD by using a new exponential inequality, where $\{a_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ is an array of constants. As corollary, the results of some authors are extended from i.i.d. case to not necessarily identically LNQD case.