• Title/Summary/Keyword: randomly indexed sums

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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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On Convergence in p-Mean of Randomly Indexed Partial Sums and Some First Passage Times for Random Variables Which Are Dependent or Non-identically Distributed

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.175-183
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    • 1996
  • Let $S_n,n$ = 1, 2,... denote the partial sums of not necessarily in-dependent random variables. Let N(c) = min${ n ; S_n > c}$, c $\geq$ 0. Theorem 2 states that N (c), (suitably normalized), tends to 0 in p-mean, 1 $\leq$ p < 2, as c longrightarrow $\infty$ under mild conditions, which generalizes earlier result by Gut(1974). The proof follows by applying Theorem 1, which generalizes the known result $E$\mid$S_n$\mid$^p$ = o(n), 0 < p< 2, as n .rarw..inf. to randomly indexed partial sums.

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ON THE WEAK LAWS WITH RANDOM INDICES FOR PARTIAL SUMS FOR ARRAYS OF RANDOM ELEMENTS IN MARTINGALE TYPE p BANACH SPACES

  • Sung, Soo-Hak;Hu, Tien-Chung;Volodin, Andrei I.
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.543-549
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    • 2006
  • Sung et al. [13] obtained a WLLN (weak law of large numbers) for the array $\{X_{{ni},\;u_n{\leq}i{\leq}v_n,\;n{\leq}1\}$ of random variables under a Cesaro type condition, where $\{u_n{\geq}-{\infty},\;n{\geq}1\}$ and $\{v_n{\leq}+{\infty},\;n{\geq}1\}$ large two sequences of integers. In this paper, we extend the result of Sung et al. [13] to a martingale type p Banach space.