• Title/Summary/Keyword: sums of independent random elements

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COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF RANDOM ELEMENTS

  • Sung, Soo-Hak
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.369-383
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    • 2010
  • We obtain a result on complete convergence of weighted sums for arrays of rowwise independent Banach space valued random elements. No assumptions are given on the geometry of the underlying Banach space. The result generalizes the main results of Ahmed et al. [1], Chen et al. [2], and Volodin et al. [14].

ON COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM ELEMENTS

  • Sung Soo-Hak;Cabrera Manuel Ordonez;Hu Tien-Chung
    • Journal of the Korean Mathematical Society
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    • v.44 no.2
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    • pp.467-476
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    • 2007
  • A complete convergence theorem for arrays of rowwise independent random variables was proved by Sung, Volodin, and Hu [14]. In this paper, we extend this theorem to the Banach space without any geometric assumptions on the underlying Banach space. Our theorem also improves some known results from the literature.

ON THE RATE OF COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF ARRAYS OF RANDOM ELEMENTS

  • Sung, Soo-Hak;Volodin Andrei I.
    • Journal of the Korean Mathematical Society
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    • v.43 no.4
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    • pp.815-828
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    • 2006
  • Let {$V_{nk},\;k\;{\geq}\;1,\;{\geq}\;1$} be an array of rowwise independent random elements which are stochastically dominated by a random variable X with $E\|X\|^{\frac{\alpha}{\gamma}+{\theta}}log^{\rho}(\|X\|)\;<\;{\infty}$ for some ${\rho}\;>\;0,\;{\alpha}\;>\;0,\;{\gamma}\;>\;0,\;{\theta}\;>\;0$ such that ${\theta}+{\alpha}/{\gamma}<2$. Let {$a_{nk},k{\geq}1,n{\geq}1$) be an array of suitable constants. A complete convergence result is obtained for the weighted sums of the form $\sum{^\infty_k_=_1}\;a_{nk}V_{nk}$.

COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM VARIABLES

  • Hu, Tien-Chung;Sung, Soo-Hak;Volodin, Andrei
    • Communications of the Korean Mathematical Society
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    • v.18 no.2
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    • pp.375-383
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    • 2003
  • Under some conditions on an array of rowwise independent random variables, Hu et at. (1998) obtained a complete convergence result for law of large numbers with rate {a$\_$n/, n $\geq$ 1} which is bounded away from zero. We investigate the general situation for rate {a$\_$n/, n $\geq$ 1) under similar conditions.

An extension of the hong-park version of the chow-robbins theorem on sums of nonintegrable random variables

  • Adler, Andre;Rosalsky, Andrew
    • Journal of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.363-370
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    • 1995
  • A famous result of Chow and Robbins [8] asserts that if ${X_n, n \geq 1}$ are independent and identically distributed (i.i.d.) random variables with $E$\mid$X_1$\mid$ = \infty$, then for each sequence of constants ${M_n, n \geq 1}$ either $$ (1) lim inf_{n\to\infty} $\mid$\frac{M_n}{\sum_{j=1}^{n}X_j}$\mid$ = 0 almost certainly (a.c.) $$ or $$ (2) lim sup_{n\to\infty}$\mid$\frac{M_n}{\sum_{j=1}^{n}X_j}$\mid$ = \infty a.c. $$ and thus $P{lim_{n\to\infty} \sum_{j=1}^{n}X_j/M_n = 1} = 0$. Note that both (1) and (2) may indeed prevail.

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