• 제목/요약/키워드: random weighted

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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 RATE OF COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF ARRAYS OF RANDOM ELEMENTS

  • Sung, Soo-Hak;Volodin Andrei I.
    • 대한수학회지
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    • 제43권4호
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    • pp.815-828
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    • 2006
  • Let {$V_{nk},\;k\;{\geq}\;1,\;{\geq}\;1$} be an array of rowwise independent random elements which are stochastically dominated by a random variable X with $E\|X\|^{\frac{\alpha}{\gamma}+{\theta}}log^{\rho}(\|X\|)\;<\;{\infty}$ for some ${\rho}\;>\;0,\;{\alpha}\;>\;0,\;{\gamma}\;>\;0,\;{\theta}\;>\;0$ such that ${\theta}+{\alpha}/{\gamma}<2$. Let {$a_{nk},k{\geq}1,n{\geq}1$) be an array of suitable constants. A complete convergence result is obtained for the weighted sums of the form $\sum{^\infty_k_=_1}\;a_{nk}V_{nk}$.

CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

  • Dindiene, Lina;Leipus, Remigijus;Siaulys, Jonas
    • 대한수학회지
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    • 제54권6호
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    • pp.1879-1903
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    • 2017
  • In this paper we study the closure property and probability tail asymptotics for randomly weighted sums $S^{\Theta}_n={\Theta}_1X_1+{\cdots}+{\Theta}_nX_n$ for long-tailed random variables $X_1,{\ldots},X_n$ and positive bounded random weights ${\Theta}_1,{\ldots},{\Theta}_n$ under similar dependence structure as in [26]. In particular, we study the case where the distribution of random vector ($X_1,{\ldots},X_n$) is generated by an absolutely continuous copula.

STRONG STABILITY OF A TYPE OF JAMISON WEIGHTED SUMS FOR END RANDOM VARIABLES

  • Yan, Jigao
    • 대한수학회지
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    • 제54권3호
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    • pp.897-907
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    • 2017
  • In this paper, we consider the strong stability of a type of Jamison weighted sums, which not only extend the corresponding result of Jamison etc. [13] from i.i.d. case to END random variables, but also obtain the necessary and sufficient results. As an important consequence, we present the result of SLLN as that of i.i.d. case.

Almost sure convergence for weighted sums of I.I.D. random variables (II)

  • Sung, Soo-Hak
    • 대한수학회보
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    • 제33권3호
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    • pp.419-425
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    • 1996
  • Let ${X, X_n, n \geq 1}$ be a sequence of independent and identically distributed(i.i.d) random variables with EX = 0 and $E$\mid$X$\mid$^p < \infty$ for some $p \geq 1$. Let ${a_{ni}, 1 \leq i \leq n, n \geq 1}$ be a triangular arrary of constants. The almost sure(a.s) convergence of weighted sums $\sum_{i=1}^{n} a_{ni}X_i$ can be founded in Choi and Sung[1], Chow[2], Chow and Lai[3], Li et al. [4], Stout[6], Sung[8], Teicher[9], and Thrum[10].

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