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

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On the Almost Certain Rate of Convergence of Series of Independent Random Variables

  • Nam, Eun-Woo;Andrew Rosalsky
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.91-109
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    • 1995
  • The rate of convergence to a random variable S for an almost certainly convergent series $S_n = \sum^n_{j=1} X_j$ of independent random variables is studied in this paper. More specifically, when $S_n$ converges to S almost certainly, the tail series $T_n = \sum^{\infty}_{j=n} X_j$ is a well-defined sequence of random variable with $T_n \to 0$ a.c. Various sets of conditions are provided so that for a given numerical sequence $0 < b_n = o(1)$, the tail series strong law of large numbers $b^{-1}_n T_n \to 0$ a.c. holds. Moreover, these results are specialized to the case of the weighted i.i.d. random varialbes. Finally, example are provided and an open problem is posed.

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ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF COORDINATEWISE NEGATIVELY ASSOCIATED RANDOM VECTORS IN HILBERT SPACES

  • Anh, Vu Thi Ngoc;Hien, Nguyen Thi Thanh
    • Bulletin of the Korean Mathematical Society
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    • v.59 no.4
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    • pp.879-895
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    • 2022
  • This paper establishes the Baum-Katz type theorem and the Marcinkiewicz-Zymund type strong law of large numbers for sequences of coordinatewise negatively associated and identically distributed random vectors {X, Xn, n ≥ 1} taking values in a Hilbert space H with general normalizing constants $b_n=n^{\alpha}{\tilde{L}}(n^{\alpha})$, where ${\tilde{L}}({\cdot})$ is the de Bruijn conjugate of a slowly varying function L(·). The main result extends and unifies many results in the literature. The sharpness of the result is illustrated by two examples.

Weak laws of large numbers for weighted sums of Banach space valued fuzzy random variables

  • Kim, Yun Kyong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.3
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    • pp.215-223
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    • 2013
  • In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of normal and upper-semicontinuous fuzzy sets with compact support in a separable real Banach space. First, we give weak laws of large numbers for weighted sums of strong-compactly uniformly integrable fuzzy random variables. Then, we consider the case that the weighted averages of expectations of fuzzy random variables converge. Finally, weak laws of large numbers for weighted sums of strongly tight or identically distributed fuzzy random variables are obtained as corollaries.

EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASES

  • Yuan, De-Mei;Li, Shun-Jing
    • Journal of the Korean Mathematical Society
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    • v.52 no.2
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    • pp.431-445
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    • 2015
  • Extensions of the Kolmogorov convergence criterion and the Marcinkiewicz-Zygmund inequalities from independent random variables to conditional independent ones are derived. As their applications, a conditional version of the Marcinkiewicz-Zygmund strong law of large numbers and a result on convergence in $L^p$ for conditionally independent and conditionally identically distributed random variables are established, respectively.

STRONG LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Ko, Mi-Hwa;Han, Kwang-Hee;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.43 no.6
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    • pp.1325-1338
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    • 2006
  • For double arrays of constants ${a_{ni},\;1{\leq}i{\leq}k_n,\;n{\geq}1}$ and sequences of negatively orthant dependent random variables ${X_n,\;n{\geq}1}$, the conditions for strong law of large number of ${\sum}^{k_n}_{i=1}a_{ni}X_i$ are given. Both cases $k_n{\uparrow}{\infty}\;and\;k_n={\infty}$ are treated.

MARCINKIEWICZ-TYPE LAW OF LARGE NUMBERS FOR DOUBLE ARRAYS

  • Hong, Dug-Hun;Volodin, Andrei I.
    • Journal of the Korean Mathematical Society
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    • v.36 no.6
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    • pp.1133-1143
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    • 1999
  • Chaterji strengthened version of a theorem for martin-gales which is a generalization of a theorem of Marcinkiewicz proving that if $X_n$ is a sequence of independent, identically distributed random variables with $E{\mid}X_n{\mid}^p\;<\;{\infty}$, 0 < P < 2 and $EX_1\;=\;1{\leq}\;p\;<\;2$ then $n^{-1/p}{\sum^n}_{i=1}X_i\;\rightarrow\;0$ a,s, and in $L^p$. In this paper, we probe a version of law of large numbers for double arrays. If ${X_{ij}}$ is a double sequence of random variables with $E{\mid}X_{11}\mid^log^+\mid X_{11}\mid^p\;<\infty$, 0 < P <2, then $lim_{m{\vee}n{\rightarrow}\infty}\frac{{\sum^m}_{i=1}{\sum^n}_{j=1}(X_{ij-a_{ij}}}{(mn)^\frac{1}{p}}\;=0$ a.s. and in $L^p$, where $a_{ij}$ = 0 if 0 < p < 1, and $a_{ij}\;=\;E[X_{ij}\midF_[ij}]$ if $1{\leq}p{\leq}2$, which is a generalization of Etemadi's marcinkiewicz-type SLLN for double arrays. this also generalize earlier results of Smythe, and Gut for double arrays of i.i.d. r.v's.

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CONVERGENCE OF DOUBLE SERIES OF RANDOM ELEMENTS IN BANACH SPACES

  • Tien, Nguyen Duy;Dung, Le Van
    • Journal of the Korean Mathematical Society
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    • v.49 no.5
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    • pp.1053-1064
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    • 2012
  • For a double array of random elements $\{X_{mn};m{\geq}1,n{\geq}1\}$ in a $p$-uniformly smooth Banach space, $\{b_{mn};m{\geq}1,n{\geq}1\}$ is an array of positive numbers, convergence of double random series ${\sum}^{\infty}_{m=1}{\sum}^{\infty}_{n=1}X_{mn}$, ${\sum}^{\infty}_{m=1}{\sum}^{\infty}_{n=1}b^{-1}_{mn}X_{mn}$ and strong law of large numbers $$b^{-1}_{mn}\sum^m_{i=1}\sum^n_{j=1}X_{ij}{\rightarrow}0$$ as $$m{\wedge}n{\rightarrow}{\infty}$$ are established.

ON THE STRONG LAWS OF LARGE NUMBERS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES

  • Baek, J.I.;Choi, J.Y.;Ryu, D.H.
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.457-466
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    • 2004
  • Let{$X_{ni}$\mid$\;1\;{\leq}\;i\;{\leq}\;k_n,\;n\;{\geq}\;1$} be an array of rowwise negatively associated random variables such that $P$\mid$X_{ni}$\mid$\;>\;x)\;=\;O(1)P($\mid$X$\mid$\;>\;x)$ for all $x\;{\geq}\;0,\;and\; \{k_n\}\;and\;\{r_n\}$ be two sequences such that $r_n\;{\geq}\;b_1n^r,\;k_n\;{\leq}\;b_2n^k$ for some $b_1,\;b_2,\;r,\;k\;>\;0$. Then it is shown that $\frac{1}{r_n}\;max_1$\mid${\Sigma_{i=1}}^j\;X_{ni}$\mid$\;{\rightarrow}\;0$ completely convergence and the strong convergence for weighted sums of N A arrays is also considered.

Strong Consistent Estimator for the Expectation of Fuzzy Stochastic Model

  • Kim, Yun-Kyong
    • International Journal of Reliability and Applications
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    • v.1 no.2
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    • pp.123-131
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    • 2000
  • This paper concerns with the consistent estimator for the fuzzy expectation of a random variable taking values in the space F($R^p$) of upper semicontinuous convex fuzzy subsets of $R^p$ with compact support. We introduce the concept of a fuzzy sample mean and show that the fuzzy sample mean is a strong consistent estimator for the fuzzy expectation. Some examples are given to illustrate the main result.

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