• Title/Summary/Keyword: strong law of large numbers

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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
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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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 WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Baek, Jong-Il;Seo, Hye-Young;Lee, Gil-Hwan;Choi, Jeong-Yeol
    • Journal of the Korean Mathematical Society
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    • v.46 no.4
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    • pp.827-840
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    • 2009
  • Let {$X_{ni}$ | $1{\leq}i{\leq}n,\;n{\geq}1$} be an array of rowwise negatively dependent (ND) random variables. We in this paper discuss the conditions of ${\sum}^n_{t=1}a_{ni}X_{ni}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed setting and the strong law of large numbers for weighted sums of arrays of rowwise negatively dependent random variables is also considered.

ON THE EXPONENTIAL INEQUALITY FOR NEGATIVE DEPENDENT SEQUENCE

  • Kim, Tae-Sung;Kim, Hyun-Chull
    • Communications of the Korean Mathematical Society
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    • v.22 no.2
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    • pp.315-321
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    • 2007
  • We show an exponential inequality for negatively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. To obtain this result we use a truncation technique together with a block decomposition of the sums. We also identify a convergence rate for the strong law of large number.

Weak convergence for weighted sums of level-continuous fuzzy random variables (수준 연속인 퍼지 랜덤 변수의 가중 합에 대한 약 수렴성)

  • Kim, Yun-Kyong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.7
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    • pp.852-856
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    • 2004
  • The present paper establishes a necessary and sufficient condition for weak convergence for weighted sums of compactly uniformly integrable level-continuous fuzzy random variables as a generalization of weak laws of large numbers for sums of fuzzy random variables.

STRONG CONVERGENCE FOR WEIGHTED SUMS OF FUZZY RANDOM VARIABLES

  • Kim, Yun-Kyong
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.183-188
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    • 2003
  • In this paper, we establish some results on strong convergence for weighted sums of uniformly integrable fuzzy random variables taking values in the space of upper-semicontinuous fuzzy sets in R$^{p}$.

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