논문KCI 등재
THE CONDITIONAL BOREL-CANTELLI LEMMA AND APPLICATIONS
1
조회
0
다운로드
0
인용
0
참고문헌
키워드
주제분류수학
초록
In this paper, we establish some conditional versions of the first part of the Borel-Cantelli lemma. As its applications, we study strong limit results of $\sF$-independent random variables sequences, the convergence of sums of $\sF$-independent random variables and the conditional version of strong limit results of the concomitants of order statistics.
Abstract
In this paper, we establish some conditional versions of the first part of the Borel-Cantelli lemma. As its applications, we study strong limit results of $\sF$-independent random variables sequences, the convergence of sums of $\sF$-independent random variables and the conditional version of strong limit results of the concomitants of order statistics.
참고문헌 (24)
- Modelling the dependence structure of financial assets: a survey of four copulas, "K. Aas", Norsk Regnesentral, ~, pp.Technical Report SAMBA (2004), 22[DOI]
- I. Bairamov, "Numbers of near bivariate record-concomitant observations", J. Multivariate Anal, 102(5), pp.908~917 (2011)
- N. Balakrishnan, "Limit results for concomitants of order statistics", Metrika, 78(4), pp.385~397 (2015)
- I. V. Basawa, "Asymptotic Optimal Inference for Non-Ergodic Models" (1983), Springer-Verlag
- P. K. Bhattacharya, "Nonparametric methods", pp.383~403 (1984), North-Holland
- T. K. Chandra, "The Borel-Cantelli Lemma under dependence conditions", Statist. Probab. Lett, 78(4), pp.390~395 (2008)
- T. C. Christofides, "Conditional demimartingales and related results", J. Math. Anal. Appl, 398(1), pp.380~391 (2013)
- A. Dembinska, "How many observations fall in a neighborhood of an order statistic?", Comm. Statist. Theory Methods, 36(5-8), pp.851~867 (2007)
- C. Feng, "On the Borel-Cantelli Lemma and its generalization", C. R. Math. Acad. Sci. Paris, 347(21-22), pp.1313~1316 (2009)
- J. Liu, "A note on the bilateral inequality for a sequence of random variables", Statist. Probab. Lett, 82(5), pp.871~875 (2012)
- J. Liu, "On conditional Borel-Cantelli lemmas for sequences of random variables", J. Math. Anal. Appl, 399(1), pp.156~165 (2013)
- J. C. Liu, "Conditional Borel-Cantelli Lemma and conditional strong law of large number", Acta Math. Appl. Sin, 37(3), pp.537~546 (2014)
- D. Majerek, "Conditional strong law of large number", Int. J. Pure Appl. Math, 20(2), pp.143~156 (2005)
- T. F. Mori, "On the Erdos-Renyi generalization of the Borel-Cantelli lemma", Studia Sci. Math. Hungar, 18(2-4), pp.173~182 (1983)
- M. Ordonez Cabrera, "Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables", TEST, 21(2), pp.369~385 (2012)
- V. V. Petrov, "A note on the Borel-Cantelli Lemma", Statist. Probab. Lett, 58(3), pp.283~286 (2002)
- V. V. Petrov, "A generalization of the Borel-Cantelli Lemma", Statist. Probab. Lett, 67(3), pp.233~239 (2004)
- B. L. S. Prakasa Rao, "Conditional independence, conditional mixing and conditional association", Ann. Inst. Statist. Math, 61(2), pp.441~460 (2009)
- G. G. Roussas, "On conditional independence, mixing, and association", Stoch. Anal. Appl, 26(6), pp.1274~1309 (2008)
- A. Stepanov, "On the Borel-Cantelli Lemma", Comment. Math. Univ. Carolin, 8(4), pp.211~216 (2011)
- X. H. Wang, "Some inequalities for conditional demimartingales and conditional N-demimartingales", Statist. Probab. Lett, 83(3), pp.700~709 (2013)
- D. Yuan, "From conditional independence to conditionally negative association:some preliminary results", Comm. Statist. Theory Methods, 44(18), pp.3942~3966 (2015)
- De-Mei Yuan, "Conditional central limit theorems for a sequence of conditional independent random variables", 대한수학회지, 51(1), pp.1~15 (2014), 대한수학회
- D. Yuan, "Conditional versions of limit theorems for conditionally associated random variables", J. Math. Anal. Appl, 376(1), pp.282~293 (2011)
관련 논문AI추천
Convergence rates for sequences of conditionally independent and conditionally identically distributed random variablesDe-Mei Yuan대한수학회 · 대한수학회지2016 · 제53권 제6호EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASESDe-Mei Yuan, Shun-Jing Li대한수학회 · 대한수학회지2015 · 제52권 제2호Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variablesDe-Mei Yuan, Xiao-Lin Zeng대한수학회 · 대한수학회지2024 · 제61권 제4호A strong limit theorem for sequences of blockwise and pairwise m-dependent random variablesNgoc Anh Vu, Van Thanh Le대한수학회 · 대한수학회보2011 · 제48권 제2호SOME RESULTS ON CONDITIONALLY UNIFORMLY STRONG MIXING SEQUENCES OF RANDOM VARIABLESBao Tao, De-Mei Yuan, Xue-Mei Hu대한수학회 · 대한수학회지2014 · 제51권 제3호Conditional central limit theorems for a sequence of conditional independent random variablesDe-Mei Yuan, Lan Lei, Li-Ran Wei대한수학회 · 대한수학회지2014 · 제51권 제1호
이 간행물의 다른 논문 (21건)
EXISTENCE OF THREE POSITIVE SOLUTIONS OF A CLASS OF BVPS FOR SINGULAR SECOND ORDER DIFFERENTIAL SYSTEMS ON THE WHOLE LINEYuji Liu, Pinghua Yangpp. 359-380ON POINTWISE 1-TYPE GAUSS MAP OF SURFACES IN E3 1 CONCERNING CHENG-YAU OPERATOR김영호, Nurettin Cenk Turgaypp. 381-397SELF-HOMOTOPY EQUIVALENCES RELATED TO COHOMOTOPY GROUPS오형석, 이기영, 최호원pp. 399-415FUNDAMENTAL UNITS AND REGULATORS OF AN INFINITE FAMILY OF CYCLIC QUARTIC FUNCTION FIELDS이윤진, 이정연pp. 417-426RINGS OF COPURE PROJECTIVE DIMENSION ONETao Xiongpp. 427-440
