• 제목/요약/키워드: positive quadrant dependent random variables

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THE STRONG LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF PAIRWISE QUADRANT DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Baek, Jong-Il
    • 대한수학회지
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    • 제36권1호
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    • pp.37-49
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    • 1999
  • We derive the almost sure convergence for weighted sums of random variables which are either pairwise positive quadrant dependent or pairwise positive quadrant dependent or pairwise negative quadrant dependent and then apply this result to obtain the almost sure convergence of weighted averages. e also extend some results on the strong law of large numbers for pairwise independent identically distributed random variables established in Petrov to the weighted sums of pairwise negative quadrant dependent random variables.

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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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ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF 2-DIMENSIONAL ARRAYS OF POSITIVE DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Baek, Ho-Yu;Han, Kwang-Hee
    • 대한수학회논문집
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    • 제14권4호
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    • pp.797-804
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    • 1999
  • In this paper we derive the almost sure convergence of weighted sums of 2-dimensional arrays of random variables which are either pairwise positive quadrant dependent or associated. Our re-sults imply and extension of Etemadi's(1983) strong laws of large numbers for weighted sums of nonnegative random variables to the 2-dimensional case.

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ON STRONG LAWS OF LARGE NUMBERS FOR 2-DIMENSIONAL POSITIVELY DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Beak, Hoh-Yoo;Seo, Hye-Young
    • 대한수학회보
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    • 제35권4호
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    • pp.709-718
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    • 1998
  • In this paper we obtain strong laws of large numbers for 2-dimensional arrays of random variables which are either pairwise positive quadrant dependent or associated. Our results imply extensions of Etemadi`s strong laws of large numbers for nonnegative random variables to the 2-dimensional case.

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A Weak Convergence for a Linear Process with Positive Dependent Sequences

  • Kim, Tae-Sung;Ryu, Dae-Hee;Lee, Il-Hyun
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.483-490
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    • 2002
  • A weak convergence is obtained for a linear process of the form (equation omitted) where {$\varepsilon$$_{t}$ } is a strictly stationary sequence of associated random variables with E$\varepsilon$$_{t}$ = 0 and E$\varepsilon$$^{^2}$$_{t}$ < $\infty$ and {a $_{j}$ } is a sequence of real numbers with (equation omitted). We also apply this idea to the case of linearly positive quadrant dependent sequence.

THE CENTRAL LIMIT THEOREMS FOR STATIONARY LINEAR PROCESSES GENERATED BY DEPENDENT SEQUENCES

  • Kim, Tae-Sung;Ko, Mi-Hwa;Ryu, Dae-Hee
    • Journal of applied mathematics & informatics
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    • 제12권1_2호
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    • pp.299-305
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    • 2003
  • The central limit theorems are obtained for stationary linear processes of the form Xt = (equation omitted), where {$\varepsilon$t} is a strictly stationary sequence of random variables which are either linearly positive quad-rant dependent or associated and {aj} is a sequence of .eat numbers with (equation omitted).

THE INVARIANCE PRINCIPLE FOR LINEARLY POSITIVE QUADRANT DEPENDENT SEQUENCES

  • Kim, Tae-Sung;Han, Kwang-Hee
    • 대한수학회논문집
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    • 제9권4호
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    • pp.951-959
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    • 1994
  • A sequence ${X_j : j \geq 1}$ of random variables is said to be pairwise positive quadrant dependent (pairwise PQD) if for any real $r-i,r_j$ and $i \neq j$ $$ P{X_i > r_i,X_j > r_j} \geq P{X_i > r_i}P{X_j > r_j} $$ (see [8]) and a sequence ${X_j : j \geq 1}$ of random variables is said to be associated if for any finite collection ${X_{i(1)},...,X_{j(n)}}$ and any real coordinatewise nondecreasing functions f,g on $R^n$ $$ Cov(f(X_{i(1)},...,X_{j(n)}),g(X_{j(1)},...,X_{j(n)})) \geq 0, $$ whenever the covariance is defined (see [6]). Instead of association Cox and Grimmett's [4] original central limit theorem requires only that positively linear combination of random variables are PQD (cf. Theorem $A^*$).

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ON CONVERGENCES FOR ARRAYS OF ROWWISE PAIRWISE NEGATIVELY QUADRANT DEPENDENT RANDOM VARIABLES

  • Ryu, Dae-Hee;Ryu, Sang-Ryul
    • Journal of applied mathematics & informatics
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    • 제30권1_2호
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    • pp.327-336
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    • 2012
  • Let {$X_{ni}$, $i{\geq}1$, $n{\geq}1$} be an array of rowwise and pairwise negatively quadrant dependent random variables with mean zero, {$a_{ni}$, $i{\geq}1$, $n{\geq}1$} an array of weights and {$b_n$, $n{\geq}1$} an increasing sequence of positive integers. In this paper we consider some results concerning complete convergence of ${\sum}_{i=1}^{bn}a_{ni}X_{ni}$.