• 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.

• Bulletin of the Korean Mathematical Society
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• v.43 no.3
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• pp.551-558
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• 2006

We establish a weak law of large numbers for sequence of random elements with values in p-uniformly smooth Banach space. Our result is more general and stronger than some well-known ones.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.153-161
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• 2001

In this paper, a strong law of large numbers for sums of stationary and ergodic fuzzy random variables is obtained.

• Bulletin of the Korean Mathematical Society
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• v.43 no.1
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• pp.213-223
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• 2006

In this paper we establish the Marcinkiewicz-Zygmund strong law of large numbers for blockwise adapted sequences. Some related results are considered.

• Bulletin of the Korean Mathematical Society
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• v.34 no.4
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• pp.617-626
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• 1997

This paper is concerned with the general strong law of large numbers for pairwise independent distributed random variables. Necessary and sufficient conditions for the SLLN are obtained.

• Communications of the Korean Mathematical Society
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• v.13 no.4
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• pp.855-863
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• 1998

Some conditions on the strong law of large numbers for weighted sums of negative quadrant dependent random variables are studied. The almost sure convergence of weighted sums of negatively associated random variables is also established, and then it is utilized to obtain strong laws of large numbers for weighted averages of negatively associated random variables.

• Bulletin of the Korean Mathematical Society
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• v.38 no.1
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• pp.55-63
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• 2001

In this paper, we derive a general strong law of large numbers and a general weak law of large number for normed weighted sums of pairwise negative quadrant dependent random variables with the common distribution function.

• Journal of applied mathematics & informatics
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• v.30 no.3_4
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• pp.647-653
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• 2012

In this paper, we consider fuzzy random sets as (measurable) mappings from a probability space into the set of fuzzy sets and prove a uniform strong law of large numbers for sequences of independent and identically distributed fuzzy random sets. Our results generalize those of Bass and Pyke(1984)and Jang and Kwon(1998).

• Communications of the Korean Mathematical Society
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• v.12 no.3
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• pp.769-778
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• 1997

In this paper, we obtain a strong law of large number for sums of level-wise independent and level-wise identically distributed fuzzy random variables.

• Journal of the Korean Statistical Society
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• v.23 no.2
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• pp.483-498
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• 1994

Suppose that a stationary process ${X_t}$ has a marginal distribution whose support consists of sufficiently large integers. We are concerned with some analogous law of large numbers for such distribution function F. In particular, we determine a weak law of large numbers for maximum queueing length in $M/M\infty$ system. We also present a limiting behavior for the maxima based on AR(1) process with binomial thining and poisson marginals (INAR(1)) introduced by E. Mckenzie. It turns out that the result of AR(1) process is the same as that of $M/M/\infty$ queueing process in limit when we observe the queues at regularly spaced intervals of time.