• 제목/요약/키워드: random weighted

검색결과 270건 처리시간 0.027초

ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF NA RANDOM VARIABLES

  • Kim, T.S.;Ko, M.H.;Lee, Y.M.;Lin, Z.
    • Journal of the Korean Statistical Society
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    • 제33권1호
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    • pp.99-106
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    • 2004
  • Let {X, $X_{n}, n\;{\geq}\;1$} be a sequence of identically distributed, negatively associated (NA) random variables and assume that $│X│^{r}$, r > 0, has a finite moment generating function. A strong law of large numbers is established for weighted sums of these variables.

COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Huang, Haiwu;Zhang, Qingxia
    • 대한수학회보
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    • 제56권4호
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    • pp.1007-1025
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    • 2019
  • In the present work, the complete convergence and complete moment convergence properties for arrays of rowwise extended negatively dependent (END) random variables are investigated. Some sharp theorems on these strong convergence for weighted sums of END cases are established. These main results not only generalize the known corresponding ones of Cai [2], Wang et al. [17] and Shen [14], but also improve them, respectively.

WEAK LAWS OF LARGE NUMBERS FOR WEIGHTED COORDINATEWISE PAIRWISE NQD RANDOM VECTORS IN HILBERT SPACES

  • Le, Dung Van;Ta, Son Cong;Tran, Cuong Manh
    • 대한수학회지
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    • 제56권2호
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    • pp.457-473
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    • 2019
  • In this paper, we investigate weak laws of large numbers for weighted coordinatewise pairwise negative quadrant dependence random vectors in Hilbert spaces in the case that the decay order of tail probability is r for some 0 < r < 2. Moreover, we extend results concerning Pareto-Zipf distributions and St. Petersburg game.

CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES

  • Liang, Han-Yang;Zhang, Dong-Xia;Baek, Jong-Il
    • 대한수학회지
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    • 제41권5호
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    • pp.883-894
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    • 2004
  • We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.

THE WEAK LAW OF LARGE NUMBERS FOR RANDOMLY WEIGHTED PARTIAL SUMS

  • Kim, Tae-Sung;Choi, Kyu-Hyuck;Lee, Il-Hyun
    • 대한수학회보
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    • 제36권2호
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    • pp.273-285
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    • 1999
  • In this paper we establish the weak law of large numbers for randomly weighted partial sums of random variables and study conditions imposed on the triangular array of random weights {$W_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}n{\geq}1$} and on the triangular array of random variables {$X_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}{\geq}1$} which ensure that $\sum_{j=1}^{n}{\;}W_{nj}{\mid}X_{nj}{\;}-{\;}B_{nj}{\mid}$ converges In probability to 0, where {$B_{nj}{\;}:{\;}1{\;}{\leq}{\;}j{\;}{\leq}{\;}n,{\;}n{\;}{\geq}{\;}1$} is a centering array of constants or random variables.

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ON THE COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Qiu, Dehua;Chen, Pingyan;Antonini, Rita Giuliano;Volodin, Andrei
    • 대한수학회지
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    • 제50권2호
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    • pp.379-392
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    • 2013
  • A general result for the complete convergence of arrays of rowwise extended negatively dependent random variables is derived. As its applications eight corollaries for complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables are given, which extend the corresponding known results for independent case.

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

  • 이승우;백종일
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제12권4호
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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.