Results 41 to 50 of about 1,753,804 (330)

Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables

Abstract and Applied Analysis, 2012
The complete convergence for weighted sums of sequences of negatively dependent random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete convergence for weighted sums of sequences of ...
Mingle Guo
doaj   +1 more source

Tail Behavior of Randomly Weighted Sums [PDF]

Advances in Applied Probability, 2012
Let {Xt, t ≥ 1} be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails, and let {Θt, t ≥ 1} be a sequence of positive random variables independent of the sequence {Xt, t ≥ 1}. We will discuss the tail probabilities and almost-sure convergence of X(∞) = ∑t=1∞ΘtXt+ (where X+ = max{0,
Hazra, Rajat Subhra, Maulik, Krishanu
openaire   +3 more sources

Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory

, 2019
Following the work of Cheng and Cheng (2018) [6] , we reexamine the tail probability of randomly weighted sums of dependent subexponential random variables.
Bingzhen Geng, Ronglin Ji, Shijie Wang
semanticscholar   +1 more source

On the complete convergence for weighted sums of extended negatively dependent random variables

Journal of Mathematical Inequalities, 2019
The authors investigate the complete convergence for weighted sums of extended negatively dependent (END) random variables. The main results obtained in the paper extend and improve the corresponding result of Zarei and Jabbari [Zarei, H., Jabbari, H ...
Yongf ng Wu, Mingq ng Zhai, Jiangyan Peng   +2 more
semanticscholar   +1 more source

Averages of Ramanujan sums: Note on two papers by E. Alkan

, 2014
We give a simple proof and a multivariable generalization of an identity due to E. Alkan concerning a weighted average of the Ramanujan sums. We deduce identities for other weighted averages of the Ramanujan sums with weights concerning logarithms ...
Tóth, László
core   +1 more source

Asymptotic normality for weighted sums of linear processes [PDF]

, 2013
We establish asymptotic normality of weighted sums of linear processes with general triangular array weights and when the innovations in the linear process are martingale differences.
Abadir, KM, Distaso, W, Giraitis, L, Koul, HL   +3 more
core   +1 more source

Periodic Weighted Sums of Binomial Coefficients

, 2022
Currently under review.
Dresden, Greg, Li, Yike
openaire   +3 more sources

On Complete Moment Convergence of Weighted Sums for Arrays of Rowwise Negatively Associated Random Variables

Journal of Probability and Statistics, 2012
The complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise negatively associated random ...
Mingle Guo, Dongjin Zhu
doaj   +1 more source

Strong laws for randomly weighted sums of random variables and applications in the bootstrap and random design regression

Statistica sinica, 2019
In this paper, we establish the Marcinkiewicz-Zygmund strong law of large numbers for randomly weighted sums of negatively orthant dependent random variables.
Pingyan Chen, Tao Zhang, S. Sung
semanticscholar   +1 more source

Complete Moment Convergence of Weighted Sums for Arrays of Rowwise φ-Mixing Random Variables

International Journal of Mathematics and Mathematical Sciences, 2012
The complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of ...
Ming Le Guo
doaj   +1 more source