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Complete f-Moment Convergence for Sung’s Type Weighted Sums of Negatively Superadditive Dependent Random Variables
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作者 HU Xueping WANG Liuliu +1 位作者 HU Ke XU Zhonghao 《应用概率统计》 北大核心 2025年第4期585-601,共17页
In this paper,by utilizing the Marcinkiewicz-Zygmund inequality and Rosenthal-type inequality of negatively superadditive dependent(NSD)random arrays and truncated method,we investigate the complete f-moment convergen... In this paper,by utilizing the Marcinkiewicz-Zygmund inequality and Rosenthal-type inequality of negatively superadditive dependent(NSD)random arrays and truncated method,we investigate the complete f-moment convergence of NSD random variables.We establish and improve a general result on the complete f-moment convergence for Sung’s type randomly weighted sums of NSD random variables under some general assumptions.As an application,we show the complete consistency for the randomly weighted estimator in a nonparametric regression model based on NSD errors. 展开更多
关键词 Marcinkiewicz-Zygmund inequality Rosenthal-type inequality Sung’s type randomly weighted sums negatively superadditive dependent random variables complete f-moment convergence
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Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of i.i.d.Random Variables under Sublinear Expectations
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作者 XU Mingzhou CHENG Kun 《应用概率统计》 北大核心 2025年第3期339-352,共14页
The complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space is studied.By moment inequality and truncation methods,we establish the... The complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space is studied.By moment inequality and truncation methods,we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space.The results complement the corresponding results in probability space to those for sequences of independent,identically distributed random variables under sublinear expectation space. 展开更多
关键词 complete convergence weighted sums i.i.d.random variables sublinear expectation
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Complete q-Order Moment Convergence of Moving Average Processes Generated by Negatively Dependent Random Variables under Sub-Linear Expectations
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作者 Mingzhou XU 《Journal of Mathematical Research with Applications》 2025年第3期395-410,共16页
Assume that{a_(i),−∞<i<∞}is an absolutely summable sequence of real numbers.We establish the complete q-order moment convergence for the partial sums of moving average processes{X_(n)=Σ_(i=−∞)^(∞)a_(i)Y_(i+... Assume that{a_(i),−∞<i<∞}is an absolutely summable sequence of real numbers.We establish the complete q-order moment convergence for the partial sums of moving average processes{X_(n)=Σ_(i=−∞)^(∞)a_(i)Y_(i+n),n≥1}under some proper conditions,where{Yi,-∞<i<∞}is a doubly infinite sequence of negatively dependent random variables under sub-linear expectations.These results extend and complement the relevant results in probability space. 展开更多
关键词 moving average processes negatively dependent random variables complete moment convergence sub-linear expectations
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Complete Convergenceand Complete Moment Convergence for Weighted Sums of ANA Random Variables 被引量:1
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作者 MENG Bing WU Qunying 《应用概率统计》 CSCD 北大核心 2024年第5期710-724,共15页
In this paper,we investigate the complete convergence and complete moment conver-gence for weighted sums of arrays of rowwise asymptotically negatively associated(ANA)random variables,without assuming identical distri... In this paper,we investigate the complete convergence and complete moment conver-gence for weighted sums of arrays of rowwise asymptotically negatively associated(ANA)random variables,without assuming identical distribution.The obtained results not only extend those of An and Yuan[1]and Shen et al.[2]to the case of ANA random variables,but also partially improve them. 展开更多
关键词 ANA random variables complete convergence complete moment convergence weighted sums
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Sample Path Large Deviations for Independent Random Variables under Sub-Linear Expectations 被引量:1
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作者 Mingzhou XU 《Journal of Mathematical Research with Applications》 CSCD 2024年第4期541-550,共10页
In this work, the sample path large deviations for independent, identically distributed random variables under sub-linear expectations are established. The results obtained in sublinear expectation spaces extend the c... In this work, the sample path large deviations for independent, identically distributed random variables under sub-linear expectations are established. The results obtained in sublinear expectation spaces extend the corresponding ones in probability space. 展开更多
关键词 sample path large deviations independent random variables sub-linear expectation
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Complete Convergence for Moving Average Processes under m-WOD Random Variables
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作者 SONG Mingzhu WU Yongfeng 《Wuhan University Journal of Natural Sciences》 CSCD 2024年第6期529-538,共10页
The m-widely orthant dependent(m-WOD)sequences are very weak dependent random variables.In the paper,the authors investigate the moving average processes,which is generated by m-WOD random variables.By using the tail ... The m-widely orthant dependent(m-WOD)sequences are very weak dependent random variables.In the paper,the authors investigate the moving average processes,which is generated by m-WOD random variables.By using the tail cut technique and maximum moment inequality of the m-WOD random variables,moment complete convergence and complete convergence of the maximal partial sums for the moving average processes are obtained,the results generalize and improve some corresponding results of the existing literature. 展开更多
关键词 m-WOD random variable moving average processes complete convergence complete moment convergence
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Inequalities of Maximum of Partial Sums and Convergence Rates in the Strong Laws for ρ^-mixing Random Variables 被引量:1
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作者 TAN Cheng-liang WU Qun-ying HE Yan-mei 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第1期114-119,共6页
In this paper,we establish a Rosenthal-type inequality of partial sums for ρ~mixing random variables.As its applications,we get the complete convergence rates in the strong laws for ρ^-mixing random variables.The re... In this paper,we establish a Rosenthal-type inequality of partial sums for ρ~mixing random variables.As its applications,we get the complete convergence rates in the strong laws for ρ^-mixing random variables.The result obtained extends the corresponding result. 展开更多
关键词 convergence rates rosenthal type inequality ρ—-mixing random variables ρ~mixing random variables negatively associated random variables
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Strong Limit Theorems for Weighted Sums of Widely Orthant Dependent Random Variables 被引量:3
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作者 Dehua QIU Tienchung HU 《Journal of Mathematical Research with Applications》 CSCD 2014年第1期105-113,共9页
Strong limit theorems are established for weighted sums of widely orthant dependent(WOD) random variables. As corollaries, the strong limit theorems for weighted sums of extended negatively orthant dependent(ENOD)... Strong limit theorems are established for weighted sums of widely orthant dependent(WOD) random variables. As corollaries, the strong limit theorems for weighted sums of extended negatively orthant dependent(ENOD) random variables are also obtained, which extend and improve the related known works in the literature. 展开更多
关键词 widely orthant dependent (WOD) random variables extended negatively orthantdependent (ENOD) random variables weighted sums strong limit theorem.
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Strong Law of Large Numbers for Array of Rowwise AANA Random Variables 被引量:1
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作者 CHEN Zhi-yong LIU Ting-ting WANG Xue-jun LI Xiao-qin 《Chinese Quarterly Journal of Mathematics》 CSCD 2014年第4期475-485,共11页
In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated(AANA) random variables are studied. Some sufficient conditions for strong laws of large numbers for ar... In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated(AANA) random variables are studied. Some sufficient conditions for strong laws of large numbers for array of rowwise AANA random variables are presented without assumption of identical distribution. Our results extend the corresponding ones for independent random variables to case of AANA random variables. 展开更多
关键词 AANA random variables array of rowwise AANA random variables strong law of large numbers
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Convergence Properties for Arrays of Rowwise φ-Mixing Random Variables
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作者 Xiaoqin LI 《Journal of Mathematical Research with Applications》 CSCD 2014年第5期608-618,共11页
Convergence properties for arrays of rowwise φ-mixing random variables are studied. As an application, the Chung-type strong law of large numbers for arrays of rowwise φ-mixing random variables is obtained. Our resu... Convergence properties for arrays of rowwise φ-mixing random variables are studied. As an application, the Chung-type strong law of large numbers for arrays of rowwise φ-mixing random variables is obtained. Our results extend the corresponding ones for independent random variables to the case of φ-mixing random variables. 展开更多
关键词 φ-mixing random variables arrays of rowwise φ-mixing random variables stronglaw of large numbers.
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SOME LIMIT THEOREMS FOR SEQUENCES OF PAIRWISE NQD RANDOM VARIABLES 被引量:8
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作者 甘师信 陈平炎 《Acta Mathematica Scientia》 SCIE CSCD 2008年第2期269-281,共13页
In this article, the authors study some limit properties for sequences of pairwise NQD random variables, which are not necessarily identically distributed. They obtain Baum and Katz complete convergence and the strong... In this article, the authors study some limit properties for sequences of pairwise NQD random variables, which are not necessarily identically distributed. They obtain Baum and Katz complete convergence and the strong stability of Jamison's weighted sums for pairwise NQD random variables, which may have different distributions. Some wellknown results are improved and extended. 展开更多
关键词 Pairwise NQD random variable sequence convergence in probability almost sure convergence complete convergence strong stability
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LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES 被引量:8
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作者 胡亦钧 明瑞星 杨文权 《Acta Mathematica Scientia》 SCIE CSCD 2007年第4期886-896,共11页
M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large devi... M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given. 展开更多
关键词 negatively associated random variables stationary sequence strong law of large numbers large deviations moderate deviations
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ON CHOVER'S LIL FOR THE WEIGHTED SUMS OF STABLE RANDOM VARIABLES 被引量:5
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作者 陈平炎 余旌胡 《Acta Mathematica Scientia》 SCIE CSCD 2003年第1期74-82,共9页
Let {Xn,n ≥ 1} be a sequence of α-stable random variables(0 < α < 2), {ani,1 ≤ i≤ n, n≥1} be an array of constant real numbers. Under some restriction of {ani,1 ≤ i ≤ n,n≥1}, the authors discuss the int... Let {Xn,n ≥ 1} be a sequence of α-stable random variables(0 < α < 2), {ani,1 ≤ i≤ n, n≥1} be an array of constant real numbers. Under some restriction of {ani,1 ≤ i ≤ n,n≥1}, the authors discuss the integral test for the weighted partial sums {Σi=1naniXi,n ≥ 1}, and obtain the Chover's laws of iterated logarithm(LIL) as corollaries. 展开更多
关键词 Stable random variable integral test LIL
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ON THE LIMITING BEHAVIOR OF THE MAXIMUM PARTIAL SUMS FOR ARRAYS OF ROWWISE NA RANDOM VARIABLES 被引量:3
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作者 甘师信 陈平炎 《Acta Mathematica Scientia》 SCIE CSCD 2007年第2期283-290,共8页
Let {Xni, 1 ≤ n,i 〈 ∞} be an an array of rowwise NA random variables and {an, n ≥ 1} a sequence of constants with 0 〈 an ↑∞ . The limiting behavior of maximum partial sums 1/an max 1≤k≤n|^k∑i=1 Xni| is inv... Let {Xni, 1 ≤ n,i 〈 ∞} be an an array of rowwise NA random variables and {an, n ≥ 1} a sequence of constants with 0 〈 an ↑∞ . The limiting behavior of maximum partial sums 1/an max 1≤k≤n|^k∑i=1 Xni| is investigated and some new results are obtained. The results extend and improve the corresponding theorems of rowwise independent random variable arrays by Hu and Taylor [1] and Hu and Chang [2]. 展开更多
关键词 NA random variable maximum partial sum complete convergence convergence in probability
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PRECISE ASYMPTOTICS IN SELF-NORMALIZED SUMS OF ITERATED LOGARITHM FOR MULTIDIMENSIONALLY INDEXED RANDOM VARIABLES 被引量:3
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作者 Jiang Chaowei Yang Xiaorong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2007年第1期87-94,共8页
In the case of Z+^d(d ≥ 2)-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z+^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑... In the case of Z+^d(d ≥ 2)-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z+^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/|n|(log|n|dP(|Sn/Vn|≥ε√log log|n|) and ∑n(logn|)b/|n|(log|n|)^d-1P(|Sn/Vn|≥ε√log n),as ε↓0,is established. 展开更多
关键词 multidimensionally indexed random variable precise asymptotics self-normalized sum Davislaw of large numbers law of iterated logarithm.
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Some Remarks for Sequences of Pairwise NQD Random Variables 被引量:3
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作者 GAN Shixin CHEN Pingyan 《Wuhan University Journal of Natural Sciences》 CAS 2010年第6期467-470,共4页
We first obtain the Petrov theorem for pairwise NQD(negative quadrant dependent) random variables which may have different distributions.Some well-known results are improved and extended.Next,we give an example to c... We first obtain the Petrov theorem for pairwise NQD(negative quadrant dependent) random variables which may have different distributions.Some well-known results are improved and extended.Next,we give an example to clarify one of the important properties of sequences of pairwise NQD random variables,so that we can point out some mistakes that have appeared in recent published papers. 展开更多
关键词 pairwise NQD random variable sequence convergence in probability almost sure convergence Marcinkiewicz type weak law of law numbers
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MATHEMATICAL EXPECTATION ABOUT DISCRETE RANDOM VARIABLE WITH INTERVAL PROBABILITY OR FUZZY PROBABILITY 被引量:2
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作者 肖盛燮 吕恩琳 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2005年第10期1382-1390,共9页
The character and an algorithm about DRVIP( discrete random variable with interval probability) and the secured kind DRVFP (discrete random variable with crisp event-fuzzy probability) are researched. Using the fu... The character and an algorithm about DRVIP( discrete random variable with interval probability) and the secured kind DRVFP (discrete random variable with crisp event-fuzzy probability) are researched. Using the fuzzy resolution theorem, the solving mathematical expectation of a DRVFP can be translated into solving mathematical expectation of a series of RVIP. It is obvious that solving mathematical expectation of a DRVIP is a typical linear programming problem. A very functional calculating formula for solving mathematical expectation of DRVIP was obtained by using the Dantzig's simplex method. The example indicates that the result obtained by using the functional calculating formula fits together completely with the result obtained by using the linear programming method, but the process using the formula deduced is simpler. 展开更多
关键词 interval number fuzzy set PROBABILITY random variable mathematical expectation
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Strong Law of Large Numbers and Complete Convergence for Sequences of -Mixing Random Variables 被引量:3
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作者 GAN Shixin CHEN Pingyan QIU Dehua 《Wuhan University Journal of Natural Sciences》 CAS 2007年第2期211-217,共7页
We give some theorems of strong law of large numbers and complete convergence for sequences of φ-mixing random variables. In particular, Wittmann's strong law of large numbers and Teicher's strong law of large nnum... We give some theorems of strong law of large numbers and complete convergence for sequences of φ-mixing random variables. In particular, Wittmann's strong law of large numbers and Teicher's strong law of large nnumbers for independent random variables are generalized to the case of φ -minxing random variables. 展开更多
关键词 strong law of large numbers complete convergence φ-mixing random variable sequence Wittmann's strong law oflarge numbers Teicher's strong law of large numbers
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On the Strong Laws for Weighted Sums of m-negatively Asso ciated Random Variables 被引量:3
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作者 WU Yong-feng 《Chinese Quarterly Journal of Mathematics》 CSCD 2014年第2期265-273,共9页
In this article, the author establishes the strong laws for linear statistics that are weighted sums of a m-negatively associated(m-NA) random sample. The obtained results extend and improve the result of Qiu and Yang... In this article, the author establishes the strong laws for linear statistics that are weighted sums of a m-negatively associated(m-NA) random sample. The obtained results extend and improve the result of Qiu and Yang in [1] to m-NA random variables. 展开更多
关键词 Marcinkiewicz-Zygmund strong law complete convergence weighted sums m-negatively associated random variable
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SOME LIMIT THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF NOD RANDOM VARIABLES 被引量:2
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作者 甘师信 陈平炎 《Acta Mathematica Scientia》 SCIE CSCD 2012年第6期2388-2400,共13页
In this paper the authors study the complete, weak and almost sure convergence for weighted sums of NOD random variables and obtain some new limit theorems for weighted sums of NOD random variables, which extend the c... In this paper the authors study the complete, weak and almost sure convergence for weighted sums of NOD random variables and obtain some new limit theorems for weighted sums of NOD random variables, which extend the corresponding theorems of Stout [1], Thrum [2] and Hu et al. [3]. 展开更多
关键词 complete convergence weak convergence almost sure convergence ARRAY weighted sum NOD random variable sequence
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