• Title/Summary/Keyword: R-h-integrability

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CONVERGENCE PROPERTIES FOR THE PARTIAL SUMS OF WIDELY ORTHANT DEPENDENT RANDOM VARIABLES UNDER SOME INTEGRABLE ASSUMPTIONS AND THEIR APPLICATIONS

  • He, Yongping;Wang, Xuejun;Yao, Chi
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.6
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    • pp.1451-1473
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    • 2020
  • Widely orthant dependence (WOD, in short) is a special dependence structure. In this paper, by using the probability inequalities and moment inequalities for WOD random variables, we study the Lp convergence and complete convergence for the partial sums respectively under the conditions of RCI(α), SRCI(α) and R-h-integrability. We also give an application to nonparametric regression models based on WOD errors by using the Lp convergence that we obtained. Finally we carry out some simulations to verify the validity of our theoretical results.

On the Hàjek-Rènyi-Type Inequality for Conditionally Associated Random Variables

  • Choi, Jeong-Yeol;Seo, Hye-Young;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.799-808
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    • 2011
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n{\mid}n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_i{\mid}1{\leq}i{\leq}n$} is a conditional associated given $\mathcal{F}$ if for any coordinate-wise nondecreasing functions f and g defined on $R^n$, $Cov^{\mathcal{F}}$ (f($X_1$, ${\ldots}$, $X_n$), g($X_1$, ${\ldots}$, $X_n$)) ${\geq}$ 0 a.s. whenever the conditional covariance exists. We obtain the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality for conditional associated random variables. In addition, we establish the strong law of large numbers, the three series theorem, integrability of supremum, and a strong growth rate for $\mathcal{F}$-associated random variables.

Degenerate Weakly (k1, k2)-Quasiregular Mappings

  • Gao, Hongya;Tian, Dazeng;Sun, Lanxiang;Chu, Yuming
    • Kyungpook Mathematical Journal
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    • v.51 no.1
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    • pp.59-68
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    • 2011
  • In this paper, we first give the definition of degenerate weakly ($k_1$, $k_2$-quasiregular mappings by using the technique of exterior power and exterior differential forms, and then, by using Hodge decomposition and Reverse H$\"{o}$lder inequality, we obtain the higher integrability result: for any $q_1$ satisfying 0 < $k_1({n \atop l})^{3/2}n^{l/2}\;{\times}\;2^{n+1}l\;{\times}\;100^{n^2}\;\[2^l(2^{n+3l}+1)\]\;(l-q_1)$ < 1 there exists an integrable exponent $p_1$ = $p_1$(n, l, $k_1$, $k_2$) > l, such that every degenerate weakly ($k_1$, $k_2$)-quasiregular mapping f ${\in}$ $W_{loc}^{1,q_1}$ (${\Omega}$, $R^n$) belongs to $W_{loc}^{1,p_1}$ (${\Omega}$, $R^m$), that is, f is a degenerate ($k_1$, $k_2$)-quasiregular mapping in the usual sense.