• Title/Summary/Keyword: law of large numbers

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ON THE HAJECK-RENYI-TYPE INEQUALITY FOR $\tilde{\rho}$-MIXING SEQUENCES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • Honam Mathematical Journal
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    • v.30 no.3
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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.

THE WEAK LAW OF LARGE NUMBERS FOR RANDOMLY WEIGHTED PARTIAL SUMS

  • Kim, Tae-Sung;Choi, Kyu-Hyuck;Lee, Il-Hyun
    • Bulletin of the Korean Mathematical Society
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    • v.36 no.2
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    • pp.273-285
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    • 1999
  • In this paper we establish the weak law of large numbers for randomly weighted partial sums of random variables and study conditions imposed on the triangular array of random weights {$W_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}n{\geq}1$} and on the triangular array of random variables {$X_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}{\geq}1$} which ensure that $\sum_{j=1}^{n}{\;}W_{nj}{\mid}X_{nj}{\;}-{\;}B_{nj}{\mid}$ converges In probability to 0, where {$B_{nj}{\;}:{\;}1{\;}{\leq}{\;}j{\;}{\leq}{\;}n,{\;}n{\;}{\geq}{\;}1$} is a centering array of constants or random variables.

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THE CONVERGENCE RATES IN THE ASYMMETRIC LAWS OF LARGE NUMBER FOR NEGATIVELY ASSOCIATED RANDOM FIELDS

  • Ko, Mi-Hwa
    • Honam Mathematical Journal
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    • v.34 no.2
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    • pp.209-217
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    • 2012
  • Convergence rates in the law of large numbers for i.i.d. random variables have been generalized by Gut[Gut, A., 1978. Marc inkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices, Ann. Probab. 6, 469-482] to random fields with all indices having the same power in the normalization. In this paper we generalize these convergence rates to the identically distributed and negatively associated random fields with different indices having different power in the normalization.

ON STRONG LAWS OF LARGE NUMBERS FOR 2-DIMENSIONAL POSITIVELY DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Beak, Hoh-Yoo;Seo, Hye-Young
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.4
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    • pp.709-718
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    • 1998
  • In this paper we obtain strong laws of large numbers for 2-dimensional arrays of random variables which are either pairwise positive quadrant dependent or associated. Our results imply extensions of Etemadi`s strong laws of large numbers for nonnegative random variables to the 2-dimensional case.

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ON SOME PROPERTIES OF BENFORD'S LAW

  • Strzalka, Dominik
    • Journal of the Korean Mathematical Society
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    • v.47 no.5
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    • pp.1055-1075
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    • 2010
  • In presented paper there were studied some properties of Benford's law. The existence of this law in not necessary large sets of numbers is a very interesting example that can show how the complex phenomena can appear in the positional number systems. Such systems seem to be very simple and intuitive and help us proceed with numbers. However, their simplicity in the case of usage in our lifetime is not necessary connected with the simplicity in the case of laws that govern them. Even if this laws indicate the existence of self-similar properties.

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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    • v.9 no.2
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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 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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    • v.33 no.1
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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.

ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES UNDER CONDITION OF WEIGHTED INTEGRABILITY

  • Baek, Jong-Il;Ko, Mi-Hwa;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.45 no.4
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    • pp.1101-1111
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    • 2008
  • Under the condition of h-integrability and appropriate conditions on the array of weights, we establish complete convergence and strong law of large numbers for weighted sums of an array of dependent random variables.

PRECISE ASYMPTOTICS OF MOVING AVERAGE PROCESS UNDER ?-MIXING ASSUMPTION

  • Li, Jie
    • Journal of the Korean Mathematical Society
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    • v.49 no.2
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    • pp.235-249
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    • 2012
  • In the paper by Liu and Lin (Statist. Probab. Lett. 76 (2006), no. 16, 1787-1799), a new kind of precise asymptotics in the law of large numbers for the sequence of i.i.d. random variables, which includes complete convergence as a special case, was studied. This paper is devoted to the study of this new kind of precise asymptotics in the law of large numbers for moving average process under $\phi$-mixing assumption and some results of Liu and Lin [6] are extended to such moving average process.