• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.219-224
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• 1995

A central limit theorem with random indices is obtained for stattionary martingale difference sequences.

• Bulletin of the Korean Mathematical Society
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• v.51 no.2
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• pp.317-328
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• 2014

In Bae et al. [2], we have considered the uniform CLT for the martingale difference arrays under the uniformly integrable entropy. In this paper, we prove the same problem under the bracketing entropy condition. The proofs are based on Freedman inequality combined with a chaining argument that utilizes majorizing measures. The results of present paper generalize those for a sequence of stationary martingale differences. The results also generalize independent problems.

• Kyungpook Mathematical Journal
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• v.32 no.3_spc
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• pp.369-374
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• 1992

• Bulletin of the Korean Mathematical Society
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• v.43 no.3
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• pp.543-549
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• 2006

Sung et al. [13] obtained a WLLN (weak law of large numbers) for the array $\{X_{{ni},\;u_n{\leq}i{\leq}v_n,\;n{\leq}1\}$ of random variables under a Cesaro type condition, where $\{u_n{\geq}-{\infty},\;n{\geq}1\}$ and $\{v_n{\leq}+{\infty},\;n{\geq}1\}$ large two sequences of integers. In this paper, we extend the result of Sung et al. [13] to a martingale type p Banach space.

• 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.

• Journal of the Korean Mathematical Society
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• v.45 no.1
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• pp.289-300
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• 2008

For an array of dependent random variables satisfying a new notion of uniform integrability, weak laws of large numbers are obtained. Our results extend and sharpen the known results in the literature.

• Communications of the Korean Mathematical Society
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• v.21 no.4
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• pp.779-786
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• 2006

Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.

• Communications of the Korean Mathematical Society
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• v.18 no.1
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• pp.117-126
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• 2003

Let {$X_{nk}$\mid$1\;{\leq}\;k\;{\leq}\;n,\;n\;{\geq}\;1$} be an array of row negatively associated (NA) random variables which satisfy $P($\mid$X_{nk}$\mid$\;>\;x)\;{\leq}\;P($\mid$X$\mid$\;>\;x)$. For weighed sums ${{\Sigma}_{k=1}}^{Tn}\;a_kX_{nk}$ indexed by random variables {$T_n$\mid$n\;{\geq}$1$}, we establish a general weak law of large numbers (WLLN) of the form $({{\Sigma}_{k=1}}^{Tn}\;a_kX_{nk}\;-\;v_{[nk]})\;/b_{[an]}$ under some suitable conditions, where $\{a_n$\mid$n\;\geq\;1\},\; \{b_n$\mid$n\;\geq\;1\}$ are sequences of constants with $a_n\;>\;0,\;0\;<\;b_n\;\rightarrow \;\infty,\;n\;{\geq}\;1$, and {$v_{an}$\mid$n\;{\geq}\;1$} is an array of random variables, and the symbol [x] denotes the greatest integer in x.