• Title/Summary/Keyword: negatively associated

Search Result 1,043, Processing Time 0.039 seconds

Complete convergence for weighted sums of AANA random variables

  • Kim, Tae-Sung;Ko, Mi-Hwa
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2002.11a
    • /
    • pp.209-213
    • /
    • 2002
  • We study maximal second moment inequality and derive complete convergence for weighted sums of asymptotically almost negatively associated(AANA) random variables by applying this inequality. 2000 Mathematics Subject Classification : 60F05

  • PDF

A STRONG LAW OF LARGE NUMBERS FOR AANA RANDOM VARIABLES IN A HILBERT SPACE AND ITS APPLICATION

  • Ko, Mi-Hwa
    • Honam Mathematical Journal
    • /
    • v.32 no.1
    • /
    • pp.91-99
    • /
    • 2010
  • In this paper we introduce the concept of asymptotically almost negatively associated random variables in a Hilbert space and obtain the strong law of large numbers for a strictly stationary asymptotically almost negatively associated sequence of H-valued random variables with zero means and finite second moments. As an application we prove a strong law of large numbers for a linear process generated by asymptotically almost negatively random variables in a Hilbert space with this result.

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

  • Lee, S.W.;Kim, T.S.;Kim, H.C.
    • Communications of the Korean Mathematical Society
    • /
    • v.13 no.4
    • /
    • pp.855-863
    • /
    • 1998
  • Some conditions on the strong law of large numbers for weighted sums of negative quadrant dependent random variables are studied. The almost sure convergence of weighted sums of negatively associated random variables is also established, and then it is utilized to obtain strong laws of large numbers for weighted averages of negatively associated random variables.

  • PDF

A FUNCTIONAL CENTRAL LIMIT THEOREM FOR LINEAR RANDOM FIELD GENERATED BY NEGATIVELY ASSOCIATED RANDOM FIELD

  • Ryu, Dae-Hee
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.22 no.3
    • /
    • pp.507-517
    • /
    • 2009
  • We prove a functional central limit theorem for a linear random field generated by negatively associated multi-dimensional random variables. Under finite second moment condition we extend the result in Kim, Ko and Choi[Kim,T.S, Ko,M.H and Choi, Y.K.,2008. The invariance principle for linear multi-parameter stochastic processes generated by associated fields. Statist. Probab. Lett. 78, 3298-3303] to the negatively associated case.

  • PDF

STRONG LIMIT THEOREMS FOR WEIGHTED SUMS OF NOD SEQUENCE AND EXPONENTIAL INEQUALITIES

  • Wang, Xuejun;Hu, Shuhe;Volodin, Andrei I.
    • Bulletin of the Korean Mathematical Society
    • /
    • v.48 no.5
    • /
    • pp.923-938
    • /
    • 2011
  • Some properties for negatively orthant dependent sequence are discussed. Some strong limit results for the weighted sums are obtained, which generalize the corresponding results for independent sequence and negatively associated sequence. At last, exponential inequalities for negatively orthant dependent sequence are presented.

ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • SEO, HYE-YOUNG;SHII, DA-LI;BAEK, JONG-IL
    • Journal of applied mathematics & informatics
    • /
    • v.37 no.3_4
    • /
    • pp.207-217
    • /
    • 2019
  • We are presented of several basic properties for negatively superadditive dependent(NSD) random variables. By using this concept we are obtained complete convergence for maximum partial sums of rowwise NSD random variables. These results obtained in this paper generalize a corresponding ones for independent random variables and negatively associated random variables.

THE ALMOST SURE CONVERGENCE FOR THE IDENTICALLY DISTRIBUTED NEGATIVELY ASSOCIATED RANDOM VARIABLES WITH INFINITE MEANS

  • Kim, Hyun-Chull
    • Journal of applied mathematics & informatics
    • /
    • v.28 no.1_2
    • /
    • pp.363-372
    • /
    • 2010
  • In this paper we prove the almost sure convergence of partial sums of identically distributed and negatively associated random variables with infinite expectations. Some results in Kruglov[Kruglov, V., 2008 Statist. Probab. Lett. 78(7) 890-895] are considered in the case of negatively associated random variables.

On the Functional Central Limit Theorem of Negatively Associated Processes

  • Baek Jong Il;Park Sung Tae;Lee Gil Hwan
    • Communications for Statistical Applications and Methods
    • /
    • v.12 no.1
    • /
    • pp.117-123
    • /
    • 2005
  • A functional central limit theorem is obtained for a stationary linear process of the form $X_{t}= \sum\limits_{j=0}^\infty{a_{j}x_{t-j}}$, where {x_t} is a strictly stationary sequence of negatively associated random variables with suitable conditions and {a_j} is a sequence of real numbers with $\sum\limits_{j=0}^\infty|a_{j}|<\infty$.