• Title/Summary/Keyword: weighted sums

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ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES

  • BAEK, JONG-IL;PARK, SUNG-TAE;CHUNG, SUNG-MO;SEO, HYE-YOUNG
    • Communications of the Korean Mathematical Society
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    • v.20 no.3
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    • pp.539-546
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    • 2005
  • Let ${X,\;X_n|n\;\geq\;1}$ be a sequence of identically negatively associated random variables under some conditions. We discuss strong laws of weighted sums for arrays of negatively associated random variables.

ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Baek, Jong-Il;Seo, Hye-Young;Lee, Gil-Hwan;Choi, Jeong-Yeol
    • Journal of the Korean Mathematical Society
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    • v.46 no.4
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    • pp.827-840
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    • 2009
  • Let {$X_{ni}$ | $1{\leq}i{\leq}n,\;n{\geq}1$} be an array of rowwise negatively dependent (ND) random variables. We in this paper discuss the conditions of ${\sum}^n_{t=1}a_{ni}X_{ni}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed setting and the strong law of large numbers for weighted sums of arrays of rowwise negatively dependent random variables is also considered.

STRONG LAWS FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES (II)

  • Sung, Soo-Hak
    • Bulletin of the Korean Mathematical Society
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    • v.39 no.4
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    • pp.607-615
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    • 2002
  • Let (X, $X_{n}$, n$\geq$1) be a sequence of i.i.d. random variables and { $a_{ni}$ , 1$\leq$i$\leq$n, n$\geq$1} be an array of constants. Let ø($\chi$) be a positive increasing function on (0, $\infty$) satisfying ø($\chi$) ↑ $\infty$ and ø(C$\chi$) = O(ø($\chi$)) for any C > 0. When EX = 0 and E[ø(|X|)]〈$\infty$, some conditions on ø and { $a_{ni}$ } are given under which (equation omitted).).

Almost Sure Convergence of Randomly Weighted Sums with Application to the Efrom Bootstrap

  • Kim, Tae-Sung;Kim, Hyuk-Joo;Seok, Eun-Yang
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.585-594
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    • 1999
  • Let {$X_{nj}$, 1$\leq$j$\leq$n,j$\geq$1} be a triangular array of random variables which are neither independent nor identically distributed. The almost sure convergences of randomly weighted partial sums of the form $$\sum_n^{j=1}$$ $W_{nj}$$X_{nj} are studied where {Wnj 1$\leq$j$\leq$n, j$\geq$1} is a triangular array of random weights. Application regarding the Efron bootstrap is also introduced.

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ON ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF LNQD RANDOM VARIABLES

  • Choi, Jeong-Yeol;Kim, So-Youn;Baek, Jong-Il
    • Honam Mathematical Journal
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    • v.34 no.2
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    • pp.241-252
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    • 2012
  • Let $\{X_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ be a sequence of LNQD which are dominated randomly by another random variable X. We obtain the complete convergence and almost sure convergence of weighted sums ${\sum}^n_{i=1}a_{ni}X_{ni}$ for LNQD by using a new exponential inequality, where $\{a_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ is an array of constants. As corollary, the results of some authors are extended from i.i.d. case to not necessarily identically LNQD case.

A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE

  • Kim, Hyun-Chull
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.3
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    • pp.615-623
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    • 2013
  • In this paper we establish a central limit theorem for weighted sums of $Y_n={\sum_{i=1}^{n}}a_n,_iX_i$, where $\{a_{n,i},\;n{\in}N,\;1{\leq}i{\leq}n\}$ is an array of nonnegative numbers such that ${\sup}_{n{\geq}1}{\sum_{i=1}^{n}}a_{n,i}^2$ < ${\infty}$, ${\max}_{1{\leq}i{\leq}n}a_{n,i}{\rightarrow}0$ and $\{X_i,\;i{\in}N\}$ is a sequence of linear negatively quadrant dependent random variables with $EX_i=0$ and $EX_i^2$ < ${\infty}$. Using this result we will obtain a central limit theorem for partial sums of linear processes.

ON COMPLETE CONVERGENCE OF WEIGHTED SUMS OF ø-MIXING RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES

  • Baek, J.I.;Liang, H.Y.;Choi, Y.K.;Chung, H.I.
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.271-282
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    • 2004
  • We discuss complete convergence of weighted sums for arrays of ø-mixing random variables. As application, we obtain the complete convergence of moving average processes for ø-mixing random variables. The result of Baum and Katz (1965) as well as the result of Li et al. (1992) on iid case are extended to ø-mixing setting.

ON THE COMPLETE CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES

  • BAEK JONG-IL;PARK SUNG-TAE;CHUNG SUNG-Mo;LIANG HAN-YING;LEE CHUNG YEL
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.21-33
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    • 2005
  • Let {X/sun ni/ | 1 ≤ i ≤ n, n ≥ 1 } be an array of rowwise negatively associated random variables. We in this paper discuss the conditions of n/sup -1/p/ (equation omitted) →0 completely as n → ∞ for some 1 ≤ p < 2 under not necessarily identically distributed setting. As application, it is obtained that n/sup -1/p/ (equation omitted) →0 completely as n → ∞ if and only if E|X/sub 11/|/sup 2p/ < ∞ and EX/sub ni=0 under identically distributed case such that the corresponding results on i. i. d. case are extended and the strong convergence for weighted sums of rowwise negatively associated arrays is also considered.

ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF NA RANDOM VARIABLES

  • BAEK J. I.;NIU S. L.;LIM P. K.;AHN Y. Y.;CHUNG S. M.
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.263-272
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    • 2005
  • Let {$X_n,\;n{\ge}1$} be a sequence of negatively associated random variables which are dominated randomly by another random variable. We discuss the limit properties of weighted sums ${\Sigma}^n_{i=1}a_{ni}X_i$ under some appropriate conditions, where {$a_{ni},\;1{\le}\;i\;{\le}\;n,\;n\;{\ge}\;1$} is an array of constants. As corollary, the results of Bai and Cheng (2000) and Sung (2001) are extended from the i.i.d. case to not necessarily identically distributed negatively associated setting. The corresponding results of Chow and Lai (1973) also are extended.