• Title/Summary/Keyword: Rosenthal type inequality

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ON COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR A CLASS OF RANDOM VARIABLES

  • Wang, Xuejun;Wu, Yi
    • Journal of the Korean Mathematical Society
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    • v.54 no.3
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    • pp.877-896
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    • 2017
  • In this paper, the complete convergence and complete moment convergence for a class of random variables satisfying the Rosenthal type inequality are investigated. The sufficient and necessary conditions for the complete convergence and complete moment convergence are provided. As applications, the Baum-Katz type result and the Marcinkiewicz-Zygmund type strong law of large numbers for a class of random variables satisfying the Rosenthal type inequality are established. The results obtained in the paper extend the corresponding ones for some dependent random variables.

LIMITING BEHAVIOR OF THE MAXIMUM OF THE PARTIAL SUM FOR NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • KIM, HYUN-CHULL
    • Journal of the Chungcheong Mathematical Society
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    • v.28 no.3
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    • pp.409-417
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    • 2015
  • In this paper, some $L_p$-convergences and complete convergences of the maximum of the partial sum for negatively superadditive dependent random variables are obtained. The proofs of the results are based on a new Rosenthal type inequality concerning negatively superadditive dependent random variables.

ON H$\grave{a}$JEK-R$\grave{e}$NYI-TYPE INEQUALITY FOR CONDITIONALLY NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATIONS

  • Seo, Hye-Young;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.623-633
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    • 2012
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n|n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_n|n{\geq}1$} is said to be conditionally negatively associated given $\mathcal{F}$ if for every pair of disjoint subsets A and B of {1, 2, ${\cdots}$, n}, $Cov^{\mathcal{F}}(f_1(X_i,i{\in}A),\;f_2(X_j,j{\in}B)){\leq}0$ a.s. whenever $f_1$ and $f_2$ are coordinatewise nondecreasing functions. We extend the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality from negative association to conditional negative association of random variables. In addition, some corollaries are given.

SOME CONVERGENCE THEOREM FOR AND RANDOM VARIABLES IN A HILBERT SPACE WITH APPLICATION

  • Han, Kwang-Hee
    • Honam Mathematical Journal
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    • v.36 no.3
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    • pp.679-688
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    • 2014
  • The notion of asymptotically negative dependence for collection of random variables is generalized to a Hilbert space and the almost sure convergence for these H-valued random variables is obtained. The result is also applied to a linear process generated by H-valued asymptotically negatively dependent random variables.

THE WEAK LAWS OF LARGE NUMBERS FOR SUMS OF ASYMPTOTICALLY ALMOST NEGATIVELY ASSOCIATED RANDOM VECTORS IN HILBERT SPACES

  • Kim, Hyun-Chull
    • Journal of the Chungcheong Mathematical Society
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    • v.32 no.3
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    • pp.327-336
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    • 2019
  • In this paper, the weak laws of large numbers for sums of asymptotically almost negatively associated random vectors in Hilbert spaces are investigated. Some results in Hien and Thanh ([3]) are generalized to asymptotically almost negatively random vectors in Hilbert space.