scholarly journals Large deviations for infinite weighted sums of stretched exponential random variables

2020 ◽  
Vol 485 (2) ◽  
pp. 123814
Author(s):  
Frank Aurzada
Keyword(s):  
Large Deviations ◽  
Random Variables ◽  
Weighted Sums ◽  
Stretched Exponential ◽  
Exponential Random Variables

Large deviations in weighted sums of random variables

1976 ◽  
Vol 16 (2) ◽  
pp. 243-250 ◽  
Author(s):  
L. Saulis ◽  
V. Statulevičius
Keyword(s):  
Large Deviations ◽  
Random Variables ◽  
Weighted Sums ◽  
Sums Of Random Variables

scholarly journals On Some Conditions for Strong Law of Large Numbers for Weighted Sums of END Random Variables under Sublinear Expectations

2019 ◽  
Vol 2019 ◽  
pp. 1-8
Author(s):  
Xiaochen Ma ◽  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Law Of Large Numbers ◽  
Random Variables ◽  
Weighted Sums ◽  
Dependent Random Variables ◽  
Strong Law ◽  
Sublinear Expectation ◽  
Negatively Dependent Random Variables ◽  
Large Numbers ◽  
End Random Variables

In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space. Our consequences contain the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for weighted sums of extended negatively dependent random variables. Furthermore, our results extend strong law of large numbers for some sequences of random variables from the traditional probability space to the sublinear expectation space context.

scholarly journals A Note on the Rate of Strong Convergence for Weighted Sums of Arrays of Rowwise Negatively Orthant Dependent Random Variables

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Qingxia Zhang ◽  
Dingcheng Wang
Keyword(s):  
Strong Convergence ◽  
Open Problem ◽  
Random Variables ◽  
Weighted Sums ◽  
Dependent Random Variables

Let{Xni;i≥1,n≥1}be an array of rowwise negatively orthant dependent (NOD) random variables. The authors discuss the rate of strong convergence for weighted sums of arrays of rowwise NOD random variables and solve an open problem posed by Huang and Wang (2012).

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