• Title/Summary/Keyword: weak laws of large numbers

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Weak laws of large numbers for weighted sums of Banach space valued fuzzy random variables

  • Kim, Yun Kyong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.3
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    • pp.215-223
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    • 2013
  • In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of normal and upper-semicontinuous fuzzy sets with compact support in a separable real Banach space. First, we give weak laws of large numbers for weighted sums of strong-compactly uniformly integrable fuzzy random variables. Then, we consider the case that the weighted averages of expectations of fuzzy random variables converge. Finally, weak laws of large numbers for weighted sums of strongly tight or identically distributed fuzzy random variables are obtained as corollaries.

WEAK LAWS OF LARGE NUMBERS FOR WEIGHTED COORDINATEWISE PAIRWISE NQD RANDOM VECTORS IN HILBERT SPACES

  • Le, Dung Van;Ta, Son Cong;Tran, Cuong Manh
    • Journal of the Korean Mathematical Society
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    • v.56 no.2
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    • pp.457-473
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    • 2019
  • In this paper, we investigate weak laws of large numbers for weighted coordinatewise pairwise negative quadrant dependence random vectors in Hilbert spaces in the case that the decay order of tail probability is r for some 0 < r < 2. Moreover, we extend results concerning Pareto-Zipf distributions and St. Petersburg game.

THE WEAK LAWS OF LARGE NUMBERS FOR SUMS OF ASYMPTOTICALLY ALMOST NEGATIVELY ASSOCIATED RANDOM VECTORS IN HILBERT SPACES

  • Kim, Hyun-Chull
    • Journal of the Chungcheong Mathematical Society
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    • v.32 no.3
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    • pp.327-336
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    • 2019
  • In this paper, the weak laws of large numbers for sums of asymptotically almost negatively associated random vectors in Hilbert spaces are investigated. Some results in Hien and Thanh ([3]) are generalized to asymptotically almost negatively random vectors in Hilbert space.

Weak Laws of Large Numbers for Weighted Sums of Fuzzy Random Variables

  • Hyun, Young-Nam;Kim, Yun-Kyong;Kim, Young-Ju;Joo, Sang-Yeol
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.529-540
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    • 2009
  • In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of fuzzy numbers of the real line R. We first give improvements of WLLN for weighted sums of convex-compactly uniformly integrable fuzzy random variables obtained by Joo and Hyun (2005). And then, we consider the case that the averages of expectations of fuzzy random variables converges. As results, WLLN for weighted sums of convexly tight or identically distributed case is obtained.

A Note on Weak Law of targe Numbers for $L^{1}(R)^{1}$

  • Lee, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.299-303
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    • 1998
  • In this paper weak laws of large numbers are obtained for random variables in $L^{1}(R)$ which satisfy a compact uniform integrability condition.

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Weak convergence for weighted sums of level-continuous fuzzy random variables (수준 연속인 퍼지 랜덤 변수의 가중 합에 대한 약 수렴성)

  • Kim, Yun-Kyong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.7
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    • pp.852-856
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    • 2004
  • The present paper establishes a necessary and sufficient condition for weak convergence for weighted sums of compactly uniformly integrable level-continuous fuzzy random variables as a generalization of weak laws of large numbers for sums of fuzzy random variables.

MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACES

  • Dung, Le Van;Tien, Nguyen Duy
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.467-482
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    • 2010
  • For a double array of random elements {$V_{mn};m{\geq}1,\;n{\geq}1$} in a real separable Banach space, some mean convergence theorems and weak laws of large numbers are established. For the mean convergence results, conditions are provided under which $k_{mn}^{-\frac{1}{r}}\sum{{u_m}\atop{i=1}}\sum{{u_n}\atop{i=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in $L_r$ (0 < r < 2). The weak law results provide conditions for $k_{mn}^{-\frac{1}{r}}\sum{{T_m}\atop{i=1}}\sum{{\tau}_n\atop{j=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in probability where {$T_m;m\;{\geq}1$} and {${\tau}_n;n\;{\geq}1$} are sequences of positive integer-valued random variables, {$k_{mn};m{{\geq}}1,\;n{\geq}1$} is an array of positive integers. The sharpness of the results is illustrated by examples.

On the Tail Series Laws of Large Numbers for Independent Random Elements in Banach Spaces (Banach 공간에서 독립인 확률요소들의 Tail 합에 대한 대수의 법칙에 대하여)

  • Nam Eun-Woo
    • The Journal of the Korea Contents Association
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    • v.6 no.5
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    • pp.29-34
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    • 2006
  • For the almost certainly convergent series $S_n=\sum_{i=1}^nV-i$ of independent random elements in Banach spaces, by investigating tail series laws of large numbers, the rate of convergence of the series $S_n$ to a random variable s is studied in this paper. More specifically, by studying the duality between the limiting behavior of the tail series $T_n=S-S_{n-1}=\sum_{i=n}^{\infty}V-i$ of random variables and that of Banach space valued random elements, an alternative way of proving a result of the previous work, which establishes the equivalence between the tail series weak law of large numbers and a limit law, is provided in a Banach space setting.

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