Convergence of weighted sums for dependent random variables

被引：13

作者：

Liang, HY ^{[1
]}

Zhang, DX

Baek, JI

机构：

[1] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China

[2] Wonkwang Univ, Sch Math & Informat Stat, Iksan 570749, South Korea

[3] Wonkwang Univ, Inst Basic Nat Sci, Iksan 570749, South Korea

来源：

JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY | 2004年 / 41卷 / 05期

关键词：

strong convergence; weighted sum; Ceshro mean; central limit theorem; negatively associated random variable;

D O I：

10.4134/JKMS.2004.41.5.883

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.

引用

页码：883 / 894

页数：12

共 50 条

[11] ON THE COMPLETE CONVERGENCE OF WEIGHTED SUMS FOR WIDELY ORTHANT DEPENDENT RANDOM VARIABLES
Zhang, Aonan
Yu, Yawen
Yang, Rui
Shen, Yan
JOURNAL OF MATHEMATICAL INEQUALITIES, 2018, 12 (04): : 1063 - 1074
[12] Complete convergence for weighted sums of extended negatively dependent random variables
Shen, Aiting
Xue, Mingxiang
Wang, Wenjuan
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (03) : 1433 - 1444
[13] A note on the complete convergence for weighted sums of negatively dependent random variables
Sung, Soo Hak
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2012,
[14] On the strong convergence for weighted sums of negatively superadditive dependent random variables
Meng, Bing
Wang, Dingcheng
Wu, Qunying
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017,
[15] Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables
Wu, Qunying
JOURNAL OF PROBABILITY AND STATISTICS, 2011, 2011
[16] The strong convergence properties of weighted sums for a class of dependent random variables
Song, Mingzhu
Zhu, Quanxin
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (14) : 3455 - 3465
[17] Complete convergence for randomly weighted sums of dependent random variables and an application
Chen, Pingyan
Luo, Jingjing
Sung, Soo Hak
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024, 53 (20) : 7197 - 7215
[18] Lr CONVERGENCE FOR WEIGHTED SUMS OF EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES
Xu, Chen
Xi, Mengmei
Wang, Xuejun
Xia, Hao
JOURNAL OF MATHEMATICAL INEQUALITIES, 2016, 10 (04): : 1157 - 1167
[19] On the strong convergence for weighted sums of negatively superadditive dependent random variables
Bing Meng
Dingcheng Wang
Qunying Wu
Journal of Inequalities and Applications, 2017
[20] ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES
Seo, Hye-Young
Shii, Da-Li
Baek, Jong-Il
JOURNAL OF APPLIED MATHEMATICS & INFORMATICS, 2019, 37 (3-4): : 207 - 217

← 1 2 3 4 5 →