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

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On the Strong Law of Large Numbers for Arbitrary Random Variables

  • Nam, Eun-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.49-54
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    • 2002
  • For arbitrary random variables {$X_{n},n{\geq}1$}, the order of growth of the series. $S_{n}\;=\;{\sum}_{j=1}^n\;X_{j}$ is studied in this paper. More specifically, when the series S_{n}$ diverges almost surely, the strong law of large numbers $S_{n}/g_{n}^{-1}$($A_{n}{\psi}(A_{n}))\;{\rightarrow}\;0$ a.s. is constructed by extending the results of Petrov (1973). On the other hand, if the series $S_{n}$ converges almost surely to a random variable S, then the tail series $T_{n}\;=\;S\;-\;S_{n-1}\;=\;{\sum}_{j=n}^{\infty}\;X_{j}$ is a well-defined sequence of random variables and converges to 0 almost surely. For the almost surely convergent series $S_{n}$, a tail series strong law of large numbers $T_{n}/g_{n}^{-1}(B_{n}{\psi}^{\ast}(B_{n}^{-1}))\;{\rightarrow}\;0$ a.s., which generalizes the result of Klesov (1984), is also established by investigating the duality between the limiting behavior of partial sums and that of tail series. In particular, an example is provided showing that the current work can prevail despite the fact that previous tail series strong law of large numbers does not work.

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SOME NOTES ON STRONG LAW OF LARGE NUMBERS FOR BANACH SPACE VALUED FUZZY RANDOM VARIABLES

  • Kim, Joo-Mok;Kim, Yun Kyong
    • Korean Journal of Mathematics
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    • v.21 no.4
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    • pp.383-399
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    • 2013
  • In this paper, we establish two types of strong law of large numbers for fuzzy random variables taking values on the space of normal and upper-semicontinuous fuzzy sets with compact support in a separable Banach space. The first result is SLLN for strong-compactly uniformly integrable fuzzy random variables, and the other is the case of that the averages of its expectations converges.

A STRONG LAW OF LARGE NUMBERS FOR AANA RANDOM VARIABLES IN A HILBERT SPACE AND ITS APPLICATION

  • Ko, Mi-Hwa
    • Honam Mathematical Journal
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    • v.32 no.1
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    • pp.91-99
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    • 2010
  • In this paper we introduce the concept of asymptotically almost negatively associated random variables in a Hilbert space and obtain the strong law of large numbers for a strictly stationary asymptotically almost negatively associated sequence of H-valued random variables with zero means and finite second moments. As an application we prove a strong law of large numbers for a linear process generated by asymptotically almost negatively random variables in a Hilbert space with this result.

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 LIMITS OF SUMS OF FUZZY NUMBERS

  • Kwon, Joong-Sung
    • Journal of applied mathematics & informatics
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    • v.5 no.1
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    • pp.153-162
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    • 1998
  • We study limits of sums of fuzzy numbers with different spreads and different shape functions where addition is defined by the sup-t-norm. We show the existence of the limit of the series of fuzzy numbers and prove the uniform continuity of the limit. Finally we investigate a law of large numbers for sequences of fuzzy numbers.