• 제목/요약/키워드: sums of random variables

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퍼지 랜덤 집합에 대한 중심극한정리 (Central limit theorems for fuzzy random sets)

  • 권중성;김윤경;주상열
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2004년도 춘계학술대회 학술발표 논문집 제14권 제1호
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    • pp.385-388
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    • 2004
  • The present paper establish the improved version of central limit theorem for sums of level-continuous fuzzy random variables as a generalization of central limit theorem for sums of independent and identically distributed random sets.

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Complete convergence for weighted sums of AANA random variables

  • 김태성;고미화
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.209-213
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    • 2002
  • We study maximal second moment inequality and derive complete convergence for weighted sums of asymptotically almost negatively associated(AANA) random variables by applying this inequality. 2000 Mathematics Subject Classification : 60F05

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SLIN FOR WEIGHTED SUMS OF STOCHASTICALLY DOMINATED PAIRWISE INDEPENDENT RANDOM VARIABLES

  • Sung, Soo-Hak
    • 대한수학회논문집
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    • 제13권2호
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    • pp.377-384
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    • 1998
  • Let ${X_n,n \geq 1}$ be a sequence of stochatically dominated pairwise independent random variables. Let ${a_n, n \geq 1}$ and ${b_n, n \geq 1}$ be seqence of constants such that $a_n \neq 0$ and $0 < b_n \uparrow \infty$. A strong law large numbers of the form $\sum^{n}_{j=1}{a_j X_i//b_n \to 0$ almost surely is obtained.

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THE LIMIT THEOREMS UNDER LOGARITHMIC AVERAGES FOR MIXING RANDOM VARIABLES

  • Zhang, Yong
    • 대한수학회논문집
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    • 제29권2호
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    • pp.351-358
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    • 2014
  • In this paper, under some suitable integrability and smoothness conditions on f, we establish the central limit theorems for $$\sum_{k{\leq}N}k^{-1}f(S_k/{\sigma}\sqrt{k})$$, where $S_k$ is the partial sums of strictly stationary mixing random variables with $EX_1=0$ and ${\sigma}^2=EX^2_1+2\sum_{k=1}^{\infty}EX_1X_{1+k}$. We also establish an almost sure limit behaviors of the above sums.

On the Strong Laws for Weighted Sums of AANA Random Variables

  • Kim, Tae-Sung;Ko, Mi-Hwa;Chung, Sung-Mo
    • Journal of the Korean Statistical Society
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    • 제31권3호
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    • pp.369-378
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    • 2002
  • Strong laws of large numbers for weighted sums of asymptotically almost negatively associated(AANA) sequence are proved by our generalized maximal inequality for AANA random variables at a crucial step.