• Title/Summary/Keyword: strong law

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MAXIMAL INEQUALITIES AND STRONG LAW OF LARGE NUMBERS FOR AANA SEQUENCES

  • Xuejun, Wang;Shuhe, Hu;Xiaoqin, Li;Wenzhi, Yang
    • Communications of the Korean Mathematical Society
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    • v.26 no.1
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    • pp.151-161
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    • 2011
  • Let {$X_n$, $n{\geq}1$} be a sequence of asymptotically almost negatively associated random variables and $S_n=\sum^n_{i=1}X_i$. In the paper, we get the precise results of H$\acute{a}$jek-R$\acute{e}$nyi type inequalities for the partial sums of asymptotically almost negatively associated sequence, which generalize and improve the results of Theorem 2.4-Theorem 2.6 in Ko et al. ([4]). In addition, the large deviation of $S_n$ for sequence of asymptotically almost negatively associated random variables is studied. At last, the Marcinkiewicz type strong law of large numbers is given.

ON THE HAJECK-RENYI-TYPE INEQUALITY FOR $\tilde{\rho}$-MIXING SEQUENCES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • Honam Mathematical Journal
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    • v.30 no.3
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    • pp.479-486
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    • 2008
  • Let {${\Omega}$, F, P} be a probability space and {$X_n{\mid}n{\geq}1$} be a sequence of random variables defined on it. We study the Hajeck-Renyi-type inequality for p..mixing random variable sequences and obtain the strong law of large numbers by using this inequality. We also consider the strong law of large numbers for weighted sums of ${\tilde{\rho}}$-mixing sequences.

ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES UNDER CONDITION OF WEIGHTED INTEGRABILITY

  • Baek, Jong-Il;Ko, Mi-Hwa;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.45 no.4
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    • pp.1101-1111
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    • 2008
  • Under the condition of h-integrability and appropriate conditions on the array of weights, we establish complete convergence and strong law of large numbers for weighted sums of an array of dependent random variables.