• Title/Summary/Keyword: linear negative quadrant dependent

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STRONG LAW OF LARGE NUMBERS FOR ASYMPTOTICALLY NEGATIVE DEPENDENT RANDOM VARIABLES WITH APPLICATIONS

  • Kim, Hyun-Chull
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.201-210
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    • 2011
  • In this paper, we obtain the H$\`{a}$jeck-R$\`{e}$nyi type inequality and the strong law of large numbers for asymptotically linear negative quadrant dependent random variables by using this inequality. We also give the strong law of large numbers for the linear process under asymptotically linear negative quadrant dependence assumption.

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION

  • KIM, HYUN-CHULL;KIM, TAE-SUNG
    • Communications of the Korean Mathematical Society
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    • v.20 no.3
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    • pp.531-538
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    • 2005
  • In this paper we derive the central limit theorem for ${\sum}_{i=1}^n\;a_{ni}\xi_i$, where ${a_{ni},\;1\;{\leq}\;i\;{\leq}\;n}$ is a triangular array of nonnegative numbers such that $sup_n{\sum}_{i=1}^n\;a_{ni}^2\;<\;{\infty},\;max_{1{\leq}i{\leq}n}a_{ni}{\rightarrow}0\;as\;n\;{\rightarrow}\;{\infty}\;and\;\xi'_i\;s$ are a linearly negative quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process $X_n\;=\;\sum_{j=-\infty}^\infty\;a_k+_j{\xi}_j$.

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUMS OF LPQD RANDOM VARIABLES AND ITS APPLICATION

  • Ko, Mi-Hwa;Kim, Hyun-Chull;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.529-538
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    • 2006
  • In this paper we derive the central limit theorem for ${\sum}^n_{i=l}\;a_{ni}{\xi}_{i},\;where\;\{a_{ni},\;1\;{\le}\;i\;{\le}n\}$ is a triangular array of non-negative numbers such that $sup_n{\sum}^n_{i=l}\;a^2_{ni}\;<\;{\infty},\;max_{1{\le}i{\le}n\;a_{ni}{\to}\;0\;as\;n{\to}{\infty}\;and\;{\xi}'_{i}s$ are a linearly positive quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process of the form $X_n\;=\;{\sum}^{\infty}_{j=-{\infty}}a_{k+j}{\xi}_{j}$.

ALMOST SURE MARCINKIEWICZ TYPE RESULT FOR THE ASYMPTOTICALLY NEGATIVELY DEPENDENT RANDOM FIELDS

  • Kim, Hyun-Chull
    • Honam Mathematical Journal
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    • v.31 no.4
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    • pp.505-513
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    • 2009
  • Let {$X_k;k{\in}N^d$} be centered and identically distributed random field which is asymptotically negative dependent in a certain case. In this note we prove that for $p{\alpha}$ > 1 and ${\alpha}$ > ${\frac{1}{2}}$ $E{\mid}X_1{\mid}^p(log^+{\mid}X_1{\mid}^{d-1})$ < ${\infty}$ if and only if ${\sum}_n{\mid}n{\mid}^{p{\alpha}-2}P$($max_{1{\leq}k{\leq}n{\mid}S_k{\mid}}$ > ${\epsilon}{\mid}n{\mid}$) < ${\infty}$ for all ${\epsilon}$ > 0, where log$^+$x = max{1,log x}.