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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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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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Hajek-Rényi-type Inequality and Strong Law of Large Numbers for Some Dependent Sequences 被引量:3
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作者 Wen-zhi YANG Yan SHEN +1 位作者 Shu-he HU Xue-jun WANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2012年第3期495-504,共10页
Abstract In this paper, we get the H^jek-R^nyi-type inequalities for a pairwise NQD sequence, an L^T (r 〉 1) mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong l... Abstract In this paper, we get the H^jek-R^nyi-type inequalities for a pairwise NQD sequence, an L^T (r 〉 1) mixingale and a linear process, which have the concrete coefficients. In addition, we obtain the strong law of large numbers, strong growth rate and the integrability of supremum for the above sequences, which generalize and improve Corollary 2 for L^T(r 〉 1) mixingale of Hansen. 展开更多
关键词 Hajek-Renyi-type inequality pairwise nqd sequence L^r(r 1) mixingale linear process
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Convergence of Jamison-Type Weighted Sums of Pairwise Negatively Quadrant Dependent Random Variables 被引量:1
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作者 Han-ying LIANG, Zhi-jing Chen, Chun SUDepartment of Applied Mathematics, Tongji University, Shanghai 200092, ChinaDepartment of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2002年第1期161-168,共8页
Under very general weight function, we discuss the convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent (NQD) r.v.'s. The results on i.i.d. setting of [3] and [1] are extended and ge... Under very general weight function, we discuss the convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent (NQD) r.v.'s. The results on i.i.d. setting of [3] and [1] are extended and generalized. As corollaries, we obtain some results of [11]. 展开更多
关键词 pairwise nqd sequence weighted sum convergence in probability almost sure convergence
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