• 제목/요약/키워드: sums of independent random elements

검색결과 5건 처리시간 0.018초

ON COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM ELEMENTS

  • Sung Soo-Hak;Cabrera Manuel Ordonez;Hu Tien-Chung
    • 대한수학회지
    • /
    • 제44권2호
    • /
    • pp.467-476
    • /
    • 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.
    • 대한수학회지
    • /
    • 제43권4호
    • /
    • pp.815-828
    • /
    • 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
    • 대한수학회논문집
    • /
    • 제18권2호
    • /
    • pp.375-383
    • /
    • 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
    • 대한수학회지
    • /
    • 제32권2호
    • /
    • pp.363-370
    • /
    • 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.

  • PDF