• 제목/요약/키워드: Random Numbers

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SLIN FOR WEIGHTED SUMS OF STOCHASTICALLY DOMINATED PAIRWISE INDEPENDENT RANDOM VARIABLES

  • Sung, Soo-Hak
    • 대한수학회논문집
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    • 제13권2호
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    • pp.377-384
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    • 1998
  • Let ${X_n,n \geq 1}$ be a sequence of stochatically dominated pairwise independent random variables. Let ${a_n, n \geq 1}$ and ${b_n, n \geq 1}$ be seqence of constants such that $a_n \neq 0$ and $0 < b_n \uparrow \infty$. A strong law large numbers of the form $\sum^{n}_{j=1}{a_j X_i//b_n \to 0$ almost surely is obtained.

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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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    • 제33권1호
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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.

TIGHTNESS OF LEVEL-WISE CONTINUOUS FUZZY RANDOM VARIABLES

  • Joo, Sang-Yeol;Lee, Seung-Soo;Yoo, Young-Ho
    • Journal of the Korean Statistical Society
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    • 제32권1호
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    • pp.73-83
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    • 2003
  • In this paper, we first obtain some characterizations of compact subsets of the space of level-wise continuous fuzzy numbers in R by the modulus of continuity. Using this, we establish the tightness for a sequence of level-wise continuous fuzzy random variables.

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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    • 제9권2호
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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 HAJECK-RENYI-TYPE INEQUALITY FOR $\tilde{\rho}$-MIXING SEQUENCES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • 호남수학학술지
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    • 제30권3호
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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 STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Baek, Jong-Il;Seo, Hye-Young;Lee, Gil-Hwan;Choi, Jeong-Yeol
    • 대한수학회지
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    • 제46권4호
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    • pp.827-840
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    • 2009
  • Let {$X_{ni}$ | $1{\leq}i{\leq}n,\;n{\geq}1$} be an array of rowwise negatively dependent (ND) random variables. We in this paper discuss the conditions of ${\sum}^n_{t=1}a_{ni}X_{ni}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed setting and the strong law of large numbers for weighted sums of arrays of rowwise negatively dependent random variables is also considered.