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On the complete convergence for weighted sums of dependent random variables under condition of weighted integrability

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Under the condition of h-integrability and appropriate conditions on the array of weights, we establish complete convergence and strong law of large numbers for weighted sums of an array of dependent random variables.

Abstract

Under the condition of h-integrability and appropriate conditions on the array of weights, we establish complete convergence and strong law of large numbers for weighted sums of an array of dependent random variables.

참고문헌 (10)

  1. P. Billingsley, "Convergence of Probability Measures" (1968), John Wiley & Sons, Inc.
  2. T. K. Chandra, "Uniform integrability in the Cesaro sense and the weak law of large numbers", Sankhya Series A, 51(3), pp.309~317 (1989)
  3. T. K. Chandra, "Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables", Acta Mathematica Hungarica, 71(4), pp.327~336 (1996)
  4. K. Joag-Dev, "Negative association of random variables, with applications", Annals of Statistics, 11(1), pp.286~295 (1983)
  5. T. S. Kim, "On the strong law for asymptotically almost negatively associated random variables", Rocky Mountain Journal of Mathematics, 34(3), pp.979~989 (2004)
  6. D. Landers, "Laws of large numbers for pairwise independent uniformly integrable random variables", Mathematische Nachrichten, 130, pp.189~192 (1987)
  7. E. L. Lehmann, "Some concepts of dependence", The Annals of Mathematical Statistics, 37, pp.1137~1153 (1966)
  8. P. Matula, "A note on the almost sure convergence of sums of negatively dependent random variables", Statistics & Probability Letters, 15(3), pp.209~213 (1992)
  9. M. Ordonez Cabrera, "Convergence of weighted sums of random variables and uniform integrability concerning the weights", Collectanea Mathematica, 45(2), pp.121~132 (1994)
  10. M. Ordonez Cabrera, "Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability", Australian Journal of Mathematical Analysis and Applications, 305(2), pp.644~658 (2005)

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