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
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
In this paper, strong laws of large numbers for weighted sums of ■-mixing sequence are investigated. Our results extend the corresponding results for negatively associated sequence to the case of ■-mixing sequence.
Let {(D n, FFFn),n/->1} be a sequence of martingale differences and {a ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums ?i = 1n ani D1\sum\limits_{i = 1}^n {a_{ni} D_1 } are...Let {(D n, FFFn),n/->1} be a sequence of martingale differences and {a ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums ?i = 1n ani D1\sum\limits_{i = 1}^n {a_{ni} D_1 } are discussed. We also discuss complete convergence for the moving average processes underB-valued martingale differences assumption.展开更多
By using Rosenthal type moment inequality for extended negatively de- pendent random variables, we establish the equivalent conditions of complete convergence for weighted sums of sequences of extended negatively depe...By using Rosenthal type moment inequality for extended negatively de- pendent random variables, we establish the equivalent conditions of complete convergence for weighted sums of sequences of extended negatively dependent random variables under more general conditions. These results complement and improve the corresponding results obtained by Li et al. (Li D L, RAO M B, Jiang T F, Wang X C. Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab., 1995, 8: 49-76) and Liang (Liang H Y. Complete convergence for weighted sums of negatively associated random variables. Statist. Probab. Lett., 2000, 48: 317-325).展开更多
In this paper, the complete convergence for the weighted sums of independent and identically distributed random variables in Stout [9] is improved and extended under NOD setup.The more optimal moment condition is give...In this paper, the complete convergence for the weighted sums of independent and identically distributed random variables in Stout [9] is improved and extended under NOD setup.The more optimal moment condition is given. The main results also hold for END sequence.展开更多
In order to solve instability problem of calculation precision resulting from the selection of each target weight in evaluating weapon systems, a weighted sum based method is proposed. Specif- ically, the subjective w...In order to solve instability problem of calculation precision resulting from the selection of each target weight in evaluating weapon systems, a weighted sum based method is proposed. Specif- ically, the subjective weights depending on experts' experience are substituted by the optimal weights. The optimal weights are acquired through constructing a mathematical programming model based on subjective weights and objective weights. The method of solving subjective weights is the same as before, and the objective weights were solved by means of grey theory. The case analysis shows that the method of improved weighted sum can improve the evaluation precision up to more than 5% , and minimize the instability of calculation precision resulting from only using subjective weights. The method that the optimal weights substituted the subjective weights is brought forward in improving evaluation precision for the first time. The ideas of the optimal weights and the pro- posed method are described and analyzed.展开更多
We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale differen...We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale difference sequence and {an, n ≥ 1} and {bn,n ≥ 1} are two sequences of positive constants. Some new strong laws of large numbers for such weighted sums are proved under mild conditions.展开更多
For double arrays of constants {a ni, 1≤i≤k n, n≥1} and NA r.v. 's {X n, n≥1}, conditions for almost sure convergence of are given. Both casesk n ↑ ∞ andk n=∞ are treated. A Marcinkiewicz-type theorem for ...For double arrays of constants {a ni, 1≤i≤k n, n≥1} and NA r.v. 's {X n, n≥1}, conditions for almost sure convergence of are given. Both casesk n ↑ ∞ andk n=∞ are treated. A Marcinkiewicz-type theorem for i. d. NA sequences is obtained as a special case.展开更多
In this paper, we discuss the complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables. By applying moment inequality and truncation methods, the sufficient conditions of co...In this paper, we discuss the complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables. By applying moment inequality and truncation methods, the sufficient conditions of complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables are established. These results generalize and complement some known conclusions.展开更多
In this paper, we prove an almost sure central limit theorem for weighted sums of mixing sequences of random variables without stationary assumptions. We no longer restrict to logarithmic averages, but allow rather ar...In this paper, we prove an almost sure central limit theorem for weighted sums of mixing sequences of random variables without stationary assumptions. We no longer restrict to logarithmic averages, but allow rather arbitrary weight sequences. This extends the earlier work on mixing random variables展开更多
Let {Xn, n≥1} be a martingale difference sequence and {a nk , 1?k?n,n?1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ k=1 n a nk X k is investigated and some new results are ob...Let {Xn, n≥1} be a martingale difference sequence and {a nk , 1?k?n,n?1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ k=1 n a nk X k is investigated and some new results are obtained.展开更多
In this paper, the complete convergence and strong law of large numbers for weighted sums of φ-mixing sequence with different distribution are investigated under some weaker moment conditions. Our results extend ones...In this paper, the complete convergence and strong law of large numbers for weighted sums of φ-mixing sequence with different distribution are investigated under some weaker moment conditions. Our results extend ones of independent sequence with identical distribution to the case of φ-mixing sequence with different distribution.展开更多
In this article, we study the complete convergence for weighted sums of widely orthant dependent random variables. By using the exponential probability inequality, we establish a complete convergence result for weight...In this article, we study the complete convergence for weighted sums of widely orthant dependent random variables. By using the exponential probability inequality, we establish a complete convergence result for weighted sums of widely orthant dependent random variables under mild conditions of weights and moments. The result obtained in the paper generalizes the corresponding ones for independent random variables and negatively dependent random variables.展开更多
For weighted sums of asymptotically almost negatively associated (AANA) random variables sequences, we use the Rosenthal type moment inequalities and prove the Marcinkiewicz-Zygmund type complete convergence and obtai...For weighted sums of asymptotically almost negatively associated (AANA) random variables sequences, we use the Rosenthal type moment inequalities and prove the Marcinkiewicz-Zygmund type complete convergence and obtain the complete convergence rates. Our results extend some known ones.展开更多
Let {Xn, n ≥ 1} be a sequence of independent and identically distributed positive valued random variables with a common distribution function F. When F belongs to the domain of partial attraction of a semi stable law...Let {Xn, n ≥ 1} be a sequence of independent and identically distributed positive valued random variables with a common distribution function F. When F belongs to the domain of partial attraction of a semi stable law with index α, 0 < α < 1, an asymptotic behavior of the large deviation probabilities with respect to properly normalized weighted sums have been studied and in support of this we obtained Chover’s form of law of iterated logarithm.展开更多
文摘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].
基金Foundation item: Supported by the Humanities and Social Sciences Foundation for the Youth Scholars of Ministry of Education of China(12YJCZH217) Supported by the Natural Science Foundation of Anhui Province(1308085MA03) Supported by the Key Natural Science Foundation of Educational Committe of Anhui Province(KJ2014A255)
文摘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.
基金Foundation item: Supported by the National Natural Science Foundation of China(11171001, 11201001) Supported by the Natural Science Foundation of Anhui Province(t208085QA03, 1308085QA03)
文摘In this paper, strong laws of large numbers for weighted sums of ■-mixing sequence are investigated. Our results extend the corresponding results for negatively associated sequence to the case of ■-mixing sequence.
文摘Let {(D n, FFFn),n/->1} be a sequence of martingale differences and {a ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums ?i = 1n ani D1\sum\limits_{i = 1}^n {a_{ni} D_1 } are discussed. We also discuss complete convergence for the moving average processes underB-valued martingale differences assumption.
基金The NSF(11271020 and 11201004)of Chinathe NSF(10040606Q30 and 1208085MA11)of Anhui Provincethe NSF(KJ2012ZD01)of Education Department of Anhui Province
文摘By using Rosenthal type moment inequality for extended negatively de- pendent random variables, we establish the equivalent conditions of complete convergence for weighted sums of sequences of extended negatively dependent random variables under more general conditions. These results complement and improve the corresponding results obtained by Li et al. (Li D L, RAO M B, Jiang T F, Wang X C. Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab., 1995, 8: 49-76) and Liang (Liang H Y. Complete convergence for weighted sums of negatively associated random variables. Statist. Probab. Lett., 2000, 48: 317-325).
基金Supported by the National Natural Science Foundation of China(11271161)
文摘In this paper, the complete convergence for the weighted sums of independent and identically distributed random variables in Stout [9] is improved and extended under NOD setup.The more optimal moment condition is given. The main results also hold for END sequence.
基金Supported by the Natonal Natural Science Foundation of China(5145781)
文摘In order to solve instability problem of calculation precision resulting from the selection of each target weight in evaluating weapon systems, a weighted sum based method is proposed. Specif- ically, the subjective weights depending on experts' experience are substituted by the optimal weights. The optimal weights are acquired through constructing a mathematical programming model based on subjective weights and objective weights. The method of solving subjective weights is the same as before, and the objective weights were solved by means of grey theory. The case analysis shows that the method of improved weighted sum can improve the evaluation precision up to more than 5% , and minimize the instability of calculation precision resulting from only using subjective weights. The method that the optimal weights substituted the subjective weights is brought forward in improving evaluation precision for the first time. The ideas of the optimal weights and the pro- posed method are described and analyzed.
基金Supported by the National Natural Science Foundationof China (10671149)
文摘We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale difference sequence and {an, n ≥ 1} and {bn,n ≥ 1} are two sequences of positive constants. Some new strong laws of large numbers for such weighted sums are proved under mild conditions.
文摘For double arrays of constants {a ni, 1≤i≤k n, n≥1} and NA r.v. 's {X n, n≥1}, conditions for almost sure convergence of are given. Both casesk n ↑ ∞ andk n=∞ are treated. A Marcinkiewicz-type theorem for i. d. NA sequences is obtained as a special case.
基金The NSF(10901003) of Chinathe NSF(1208085MA11) of Anhui Provincethe NSF(KJ2012ZD01) of Education Department of Anhui Province
文摘In this paper, we discuss the complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables. By applying moment inequality and truncation methods, the sufficient conditions of complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables are established. These results generalize and complement some known conclusions.
文摘In this paper, we prove an almost sure central limit theorem for weighted sums of mixing sequences of random variables without stationary assumptions. We no longer restrict to logarithmic averages, but allow rather arbitrary weight sequences. This extends the earlier work on mixing random variables
基金SupportedbytheNationalNaturalScienceFoundationofChina (No .10 0 710 5 8)and (No .10 0 710 19)
文摘Let {Xn, n≥1} be a martingale difference sequence and {a nk , 1?k?n,n?1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ k=1 n a nk X k is investigated and some new results are obtained.
基金Supported by the National Natural Science Foundation of China(11671012, 11526033, 11501004, 11501005) Supported by the Natural Science Foundation of Anhui Province(1608085QA02) Supported by the Science Fund for Distinguished Young Scholars of Anhui Province(1508085J06)
文摘In this paper, the complete convergence and strong law of large numbers for weighted sums of φ-mixing sequence with different distribution are investigated under some weaker moment conditions. Our results extend ones of independent sequence with identical distribution to the case of φ-mixing sequence with different distribution.
基金Supported by the Natural Science Foundation of Anhui Province(1308085QA03)Supported by the Quality Improvement Projects for Undergraduate Education of Anhui University(ZLTS2015035)+1 种基金Supported by the Research Teaching Model Curriculum of Anhui University(xjyjkc1407)Supported by the Students Innovative Training Project of Anhui University(201410357118)
文摘In this article, we study the complete convergence for weighted sums of widely orthant dependent random variables. By using the exponential probability inequality, we establish a complete convergence result for weighted sums of widely orthant dependent random variables under mild conditions of weights and moments. The result obtained in the paper generalizes the corresponding ones for independent random variables and negatively dependent random variables.
文摘For weighted sums of asymptotically almost negatively associated (AANA) random variables sequences, we use the Rosenthal type moment inequalities and prove the Marcinkiewicz-Zygmund type complete convergence and obtain the complete convergence rates. Our results extend some known ones.
文摘Let {Xn, n ≥ 1} be a sequence of independent and identically distributed positive valued random variables with a common distribution function F. When F belongs to the domain of partial attraction of a semi stable law with index α, 0 < α < 1, an asymptotic behavior of the large deviation probabilities with respect to properly normalized weighted sums have been studied and in support of this we obtained Chover’s form of law of iterated logarithm.