• Title/Summary/Keyword: sums of random variables

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

  • Lee, Seung-Woo;Baek, Jong-Il
    • Journal of Applied Reliability
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    • v.12 no.4
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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.

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

  • Qiu, Dehua;Chen, Pingyan;Antonini, Rita Giuliano;Volodin, Andrei
    • Journal of the Korean Mathematical Society
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    • v.50 no.2
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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.

ON THE CONVERGENCE OF SERIES FOR ROWWISE SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • Huang, Haiwu;Zhang, Qingxia
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.3
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    • pp.607-622
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    • 2020
  • In the paper, some probability convergence properties of series for rowwise sums of negatively superadditive dependent (NSD) random variables are discussed. We establish some sharp results on these convergence for NSD random variables under some general settings, which generalize and improve the corresponding ones of some known literatures.

COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS

  • Shen, Aiting;Zhang, Yajing
    • Journal of the Korean Mathematical Society
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    • v.58 no.2
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    • pp.327-349
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    • 2021
  • In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

THE WEAK LAW OF LARGE NUMBERS FOR RANDOMLY WEIGHTED PARTIAL SUMS

  • Kim, Tae-Sung;Choi, Kyu-Hyuck;Lee, Il-Hyun
    • Bulletin of the Korean Mathematical Society
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    • v.36 no.2
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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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CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES

  • Liang, Han-Yang;Zhang, Dong-Xia;Baek, Jong-Il
    • Journal of the Korean Mathematical Society
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    • v.41 no.5
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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.

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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    • v.33 no.1
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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.

ON A SPITZER-TYPE LAW OF LARGE NUMBERS FOR PARTIAL SUMS OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Miaomiao Wang;Min Wang;Xuejun Wang
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.3
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    • pp.687-703
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    • 2023
  • In this paper, under some suitable conditions, we study the Spitzer-type law of large numbers for the maximum of partial sums of independent and identically distributed random variables in upper expectation space. Some general results on necessary and sufficient conditions of the Spitzer-type law of large numbers for the maximum of partial sums of independent and identically distributed random variables under sublinear expectations are established, which extend the corresponding ones in classic probability space to the case of sub-linear expectation space.

ON THE WEAK LAW FOR WEIGHTED SUMS INDEXED BY RANDOM VARIABLES UNDER NEGATIVELY ASSOCIATED ARRAYS

  • Baek, Jong-Il;Lee, Dong-Myong
    • Communications of the Korean Mathematical Society
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    • v.18 no.1
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    • pp.117-126
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    • 2003
  • Let {$X_{nk}$\mid$1\;{\leq}\;k\;{\leq}\;n,\;n\;{\geq}\;1$} be an array of row negatively associated (NA) random variables which satisfy $P($\mid$X_{nk}$\mid$\;>\;x)\;{\leq}\;P($\mid$X$\mid$\;>\;x)$. For weighed sums ${{\Sigma}_{k=1}}^{Tn}\;a_kX_{nk}$ indexed by random variables {$T_n$\mid$n\;{\geq}$1$}, we establish a general weak law of large numbers (WLLN) of the form $({{\Sigma}_{k=1}}^{Tn}\;a_kX_{nk}\;-\;v_{[nk]})\;/b_{[an]}$ under some suitable conditions, where $\{a_n$\mid$n\;\geq\;1\},\; \{b_n$\mid$n\;\geq\;1\}$ are sequences of constants with $a_n\;>\;0,\;0\;<\;b_n\;\rightarrow \;\infty,\;n\;{\geq}\;1$, and {$v_{an}$\mid$n\;{\geq}\;1$} is an array of random variables, and the symbol [x] denotes the greatest integer in x.