• Title/Summary/Keyword: strong law of large numbers

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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 Strong Law of Large Numbers for Convex Tight Fuzzy Random Variables

  • Joo Sang Yeol;Lee Seung Soo
    • Proceedings of the Korean Statistical Society Conference
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    • 2001.11a
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    • pp.137-141
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    • 2001
  • We can obtain SLLN's for fuzzy random variables with respect to the new metric $d_s$ on the space F(R) of fuzzy numbers in R. In this paper, we obtain a SLLN for convex tight random elements taking values in F(R).

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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.

The Strong Laws of Large Numbers for Weighted Averages of Dependent Random Variables

  • Kim, Tae-Sung;Lee, Il-Hyun;Ko, Mi-Hwa
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.451-457
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    • 2002
  • We derive the strong laws of large numbers for weighted averages of partial sums of random variables which are either associated or negatively associated. Our theorems extend and generalize strong law of large numbers for weighted sums of associated and negatively associated random variables of Matula(1996; Probab. Math. Statist. 16) and some results in Birkel(1989; Statist. Probab. Lett. 7) and Matula (1992; Statist. Probab. Lett. 15 ).

ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF NA RANDOM VARIABLES

  • Kim, T.S.;Ko, M.H.;Lee, Y.M.;Lin, Z.
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.99-106
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    • 2004
  • Let {X, $X_{n}, n\;{\geq}\;1$} be a sequence of identically distributed, negatively associated (NA) random variables and assume that $│X│^{r}$, r > 0, has a finite moment generating function. A strong law of large numbers is established for weighted sums of these variables.

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.