Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems

被引：5

作者：

Lang, Junjun ^{[1
]}

He, Tianyun ^{[1
]}

Yu, Zhiqiang ^{[1
]}

Wu, Yi ^{[1
]}

Wang, Xuejun ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230601, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2023年 / 52卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Complete convergence; Randomly weighted sums; The linear-time-invariant systems; Widely orthant-dependent random variables;

D O I：

10.1080/03610918.2020.1870695

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, some results on the complete convergence for randomly weighted sums of widely orthant-dependent (WOD, for short) random variables are established under some general conditions, extending the corresponding ones obtained in the literature. By using the results that we presented, we further investigate the convergence of the state observers of linear-time-invariant systems based on WOD errors.

引用

页码：868 / 883

页数：16

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