scholarly journals ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES

2009 ◽  
Vol 46 (4) ◽  
pp. 827-840 ◽  
Author(s):  
Jong-Il Baek ◽  
Hye-Young Seo ◽  
Gil-Hwan Lee ◽  
Jeong-Yeol Choi
2019 ◽  
Vol 2019 ◽  
pp. 1-8
Author(s):  
Xiaochen Ma ◽  
Qunying Wu

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.


2016 ◽  
Vol 5 (3) ◽  
pp. 102
Author(s):  
Li Guan ◽  
Ying Wan

In this paper, we shall represent a strong law of large  numbers (SLLN) for weighted sums of negative dependent set-valued random variables  in the sense of the Hausdorff metric $d_{H}$, based  on the result of single-valued  random variable obtained by Taylor (Taylor, 1978).


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Pingyan Chen ◽  
Soo Hak Sung

AbstractThe complete convergence results for weighted sums of widely orthant-dependent random variables are obtained. A strong law of large numbers for weighted sums of widely orthant-dependent random variables is also obtained. Our results extend and generalize some results of Chen and Sung (J. Inequal. Appl. 2018:121, 2018), Zhang et al. (J. Math. Inequal. 12:1063–1074, 2018), Chen and Sung (Stat. Probab. Lett. 154:108544, 2019), Lang et al. (Rev. Mat. Complut., 2020, 10.1007/s13163-020-00369-5), and Liang (Stat. Probab. Lett. 48:317–325, 2000).


2017 ◽  
Vol 31 (15) ◽  
pp. 1750117
Author(s):  
Marco A. S. Trindade

In this work, we prove a weak law and a strong law of large numbers through the concept of [Formula: see text]-product for dependent random variables, in the context of nonextensive statistical mechanics. Applications for the consistency of estimators are presented and connections with stochastic processes are discussed.


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