Research Article Complete Convergence for Maximal Sums of Negatively Associated Random Variables

Size: px
Start display at page:

Download "Research Article Complete Convergence for Maximal Sums of Negatively Associated Random Variables"

Transcription

1 Hidawi Publishig Corporatio Joural of Probability ad Statistics Volume 010, Article ID , 17 pages doi: /010/ Research Article Complete Covergece for Maximal Sums of Negatively Associated Radom Variables Victor M. Kruglov Departmet of Statistics, Faculty of Computatioal Mathematics ad Cyberetics, Moscow State Uiversity, Vorobyovy Gory, GSP-1, 11999, Moscow, Russia Correspodece should be addressed to Victor M. Kruglov, Received 4 December 009; Accepted 1 April 010 Academic Editor: Mohammad Fraiwa Al-Saleh Copyright q 010 Victor M. Kruglov. This is a ope access article distributed uder the Creative Commos Attributio Licese, which permits urestricted use, distributio, ad reproductio i ay medium, provided the origial wor is properly cited. Necessary ad sufficiet coditios are give for the complete covergece of maximal sums of idetically distributed egatively associated radom variables. The coditios are expressed i terms of itegrability of radom variables. Proofs are based o ew maximal iequalities for sums of bouded egatively associated radom variables. 1. Itroductio The paper by Hsu ad Robbis 1 iitiated a great iterest to the complete covergece of sums of idepedet radom variables. Their research was cotiued by Erdös, 3, Spitzer 4, ad Baum ad Katz 5. Kruglov et al. 6 proved two geeral theorems that provide sufficiet coditios for the complete covergece for sums of arrays of row-wise idepedet radom variables. I the paper of Kruglov ad Volodi 7, a criterio was proved for the complete covergece of sums of idepedet idetically distributed radom variable i a rather geeral settig. Taylor et al. 8 ad Che et al. 9, 10 demostrated that may ow sufficiet coditios for complete covergece of sums of idepedet radom variables ca be trasformed to sufficiet coditios for the complete covergece of sums of egatively associated radom variables. Here we give ecessary ad sufficiet coditios for the complete covergece of maximal sums of egatively associated idetically distributed radom variables. They resemble the criterios preseted by Baum ad Katz 5 ad by Kruglov ad Volodi 7 for the complete covergece of sums of idepedet idetically distributed radom variables. Theorems.3 ad.5 are our mai results. Theorem.3 is ew eve for idepedet radom variables.

2 Joural of Probability ad Statistics I what follows we assume that all radom variables uder cosideratio are defied o a probability space Ω, F,P. We use stadard otatios, i particular, I A deotes the idicator fuctio of a set A Ω. Recall the otio of egatively associated radom variables ad some properties of such radom variables. Defiitio 1.1. Radom variables X 1,...,X are called egatively associated if Cov f X i1,...,x i,g X j1,...,x jm for ay pair of oempty disjoit subsets A i 1,...,i ad B j 1,...,j m, m, of the set 1,..., ad for ay bouded coordiate-wise icreasig real fuctios f x i1,...,x i ad g x j1,...,x jm,x 1,...,x R,. Radom variables X, N 1,,..., are egatively associated if for ay N radom variables X 1,...,X are egatively associated. I this defiitio the coordiate-wise icreasig fuctios f ad g may be replaced by coordiate-wise decreasig fuctios. Ideed, if f ad g are coordiate-wise decreasig fuctios, the f ad g are coordiate-wise icreasig fuctios ad the covariace 1.1 coicides with the covariace for f ad g. Theorem A. Let X, N, be egatively associated radom variables. The for every a,b R,a b, the radom variables Y a I,a X X I a,b X b I b, X, N, are egatively associated. For every N ad x 1,...,x R, the iequalities PX 1 x 1,...,X x PX 1 x 1,...,X x PX x, PX x 1. hold. Proof. It ca be foud i Taylor et al. 8. Theorem B. Let X be egatively associated radom variables. Let X, N, be idepedet radom variables such that X ad X are idetically distributed for every 1,...,.The E expx 1 X E exp X 1 X. 1.3 If E X p < ad EX 0 for all 1,...,ad for some p 1, the r p E max X E 1 r X p, N. 1.4 Proof. It ca be foud i Qi-Ma Shao 11.

3 Joural of Probability ad Statistics 3. Mai Results Our basic theorems will be stated i terms of special fuctios. They were itroduced i Kruglov ad Volodi 7. Defiitio.1. A oegative fuctio h x,x 0,, belogs to the class H q for some q 0, if it is odecreasig, is ot equal to zero idetically, ad y /q 1 lim sup y h y h x lim sup x h x <, y h x x /q dx <..1. The class H q cotais all odecreasig oegative fuctios slowly varyig at ifiity which are ot equal to zero idetically, ad i particular, l β 1 x with β>0. The fuctios x α ad x α l β 1 x with α 0, /q 1 ad β>0arealsoih q. Remar.. If a oegative fuctio h x,x 0,, is odecreasig ad satisfies coditio.1, the h x Δx l.3 for all x greater tha some x 0 1 ad for some Δ > 0adl>0. Proof. We may assume that h x > 0 for all x greater tha some x 0 1. From coditio.1, it follows that sup x x0 h x /h x d<. Choose a umber l>0 such that d l. If x x 0, the x 0 x< x 0 for some N ad h x h x 0 d h x 0 l h x 0 l x l h x 0. Iequality.3 holds for all x x 0 with Δ l h x 0. Theorem.3. Let X, N, be egatively associated idetically distributed radom variables, S X 1 X, 0 <q<,r > 1. Let h x,x 0,, be a fuctio which is odecreasig, is ot equal to zero idetically, ad satisfies coditio.1. The the followig coditios are equivalet: E X 1 rq h X 1 q <, EX 1 0, for q 1,.4 r h P max S >ε 1/q <, ε >0,.5 1 r h P sup 1/q S >ε <, ε >0..6

4 4 Joural of Probability ad Statistics Corollary.4. Let X, N, be egatively associated idetically distributed radom variables, S X 1 X, 0 <q<,r >1,β 0. The followig coditios are equivalet: E X 1 rq l X 1 βq <, EX 1 0, for q 1, r l β P max S >ε 1/q <, ε >0, 1 r l β P sup 1/q S >ε <, ε >0..7 ApartofTheorem.3 ca be geeralized to a larger rage of r, r 1, uder additioal restrictios o fuctios h x,x 0,. Theorem.5. Let X, N, be egatively associated idetically distributed radom variables, S X 1 X,h H q, 0 <q<,r 1. The the followig coditios are equivalet: E X 1 rq h X 1 q <, EX 1 0, for q 1,.8 r h P max S >ε 1/q <, ε > Corollary.6. Let X, N, be egatively associated idetically distributed radom variables, S X 1 X, 0 <q<,β 0. The followig coditios are equivalet: E X 1 q l X 1 βq <, EX 1 0, for q 1, l β P max S >ε 1/q <, ε > Proof of Theorem.3. The theorem is obvious if the radom variable X 1 is degeerate, that is, PX 1 cost. 1. From ow o we suppose that the radom variable X 1 is ot degeerate. Deote r 1 r l r 1 δ 4 r l q 4q r l if 0 <rq<1, if 1 rq, if rq >,.11

5 Joural of Probability ad Statistics 5 where l is the same as i.3. Defie the fuctio f x,x R, ε 1/q δ if x>ε 1/q δ, f x x if x ε 1/q δ, ε 1/q δ if x< ε 1/q δ,.1 where ε>0 is a fixed umber. By Theorem A the radom variables Y f X, 1,...,, are egatively associated. Put S Y 1 Y, 1,...,.Note that Y 1 X 1 ad Y 1 X 1 as. If E X 1 rq <, the by the domiated covergece theorem we have lim E Y 1 rq E X 1 rq, lim E Y 1 EY 1 rq E X 1 EX 1 rq if rq Prove that.4.5. Assume that 0 <rq<1. The probability Pmax 1 S >ε 1/q ca be estimated as follows: P max S >ε 1/q 1 P max S >ε 1/q 1 X Y P max S >ε 1/q 1 P max S >ε 1/q 1 X / Y P max X >ε 1/q δ We ited to use Lemma 3.1 from the third part of the paper. Put γ rq,x ε 1/q,c ε 1/q r 1 / r l. From.13 it follows that the iequality E Y 1 γ < E X 1 γ holds for all N greater tha some 0. By iequality 3.1, weget,forall> 0, P max S >ε 1/q x exp 1 c x xc γ 1 c l E Y 1 γ 1 r l exp r 1 r l ε rq r 1 l r 1 rq 1 E X 1 rq r l rq 1 r 1 1 r l ε rq r 1 rq 1 r l / r 1 exp r l C r l. r 1 E X 1 rq r l rq 1.15 These iequalities ad.3 imply that r h P max S >ε 1/q ΔC r l r l <..16

6 6 Joural of Probability ad Statistics Sice Pmax 1 X >ε 1/q δ P X 1 >ε 1/q δ, we obtai 0 1 r h P max X >ε 1/q δ 1 r 1 h P X 1 >ε 1/q δ 0 1 X 1 E εδ rq X 1 q h εδ..17 The last iequality holds by Lemma 3..From.1 it follows that X 1 E εδ rq X 1 q h εδ cost. E X 1 rq h X 1 q..18 Coditio.4 ad iequalities imply.5 for 0 <rq<1. Now assume that rq 1. First we cosider the case 1 rq. Note that P max S >ε 1/q P max S ES >ε 1/q max ES By Lemma 3.4, we have max 1 E S 1/q 0as, ad hece P max S >ε 1/q P maxs ES > ε1/q for all N greater tha some 0. The probability o the right-had side ca be estimated as follows: P max S ES ε 1/q > P max S 1 1 ES ε 1/q > X Y P max S ES ε 1/q > X / Y 1 P max S 1 ES ε 1/q > P max X >ε 1/q δ. 1.1

7 Joural of Probability ad Statistics 7 I order to apply Lemma 3.1, putγ rq,x ε 1/q /,c ε 1/q r 1 / 4 r l. From.13 it follows that the iequality E Y 1 EY 1 γ < E X 1 EX 1 γ holds for all N greater tha some 0 0. By iequality 3. we get, for > 0, P maxs 1 ES > ε1/q x 4 exp γ 1 c x c l xc γ 1 E Y 1 EY 1 γ 1 4 exp r l r 1 r l r 1 l ε rq r 1 rq 1 E X 1 EX 1 rq 4 r l rq 1 r 1 1 r l ε rq r 1 rq 1 r l / r 1 4 exp r l C r 1 E X 1 EX 1 rq 4 r l rq 1 1 r l.. These iequalities ad.3 imply r h P max S ES ε 1/q > ΔC 1 r l r l < From this iequality ad.17 with 0 istead of 0,.0 ad.1, it follows that.5 holds for 1 rq. The case rq > ca be cosidered i the same way. I order to apply Lemma 3.1, putγ,x ε 1/q /,c ε 1/q q / 4q r l. From.13 it follows that the iequality E Y 1 EY 1 < E X 1 EX 1 holds for all N greater tha some 0 0. By iequality 3., weget,for> 0, P maxs 1 ES > ε1/q x 4 exp c x c l xc E Y 1 EY 1 1 q r l q r l 4 exp q q l ε q 16E X 1 EX 1 q r l /q 1 1 q r l ε q r l / q q 4 exp r l C q 16E X 1 EX 1 r l. q r l.4 These iequalities ad.3 imply r h P max S ES ε 1/q > ΔC r l r l <

8 8 Joural of Probability ad Statistics From this iequality ad.17 with 0 istead of 0,.0 ad.1, it follows that.5 holds for rq >. Prove that.5.6. Note that r h P sup 1/q S >ε 3 j 1 j 1 j 1 r h P sup 1/q S >ε j 1 r 1 h j 1 P sup 1/q S >ε j 1 j j 1 r 1 h j 1 P max 1/q S >ε i i 1 j 1 i 1 j 1 i j i j 1 r 1 h j 1 P r 1 i 1 r 1 h i 1 P r 1 1 i 1 max i i 1 1/q S >ε max S >ε i/q i i 1..6 The last series ca be estimated as follows: i 1 r 1 h i 1 P max S >ε i/q i i 1 i 1 5r 3 h 5 max 1, r 5r 3 h 5 max 1, r i i 1 i 1 1 r h P r h P max S >ε /q 1/q 1 max S >ε /q 1/q. 1.7 Coditio.5 ad these iequalities imply.6. Prove that.6.4. The sequece Psup 1/q S >ε 1 decreases to zero for ay ε>0. Ideed, if the sequece coverges to a umber a>0, the a r h r h P sup 1/q S >ε <..8 Note that Pmax S >ε 1/q Psup 1/q S >ε 0as.

9 Joural of Probability ad Statistics 9 With the help of 1., weobtai P max X > 1/q 1 P max X 1/q < < 1 P max X > 1/q 1 P < 1 P X 1/q 1 1 P X 1 > 1/q, max X 1/q < P X 1/q 1 1 P X 1 > 1/q..9 Deote a PX 1 > 1/q ad a P X 1 > 1/q. Note that P X 1 > 1/q a a ad 1 1 a ± Pmax < X > 1/q Pmax S > 1/q /. Sice Pmax S > 1/q / 0ada ± P X 1 > 1/q 0as, the l a ± > l ad 0 a a < 1 for all N greater tha some 0. By the iequalities l x x for x 0, 1 ad 1 e x e x x for x 0, we obtai a ± l 1 a ± 1 e l a± 1 1 a ± P max X > 1/q 1.30 for all > 0,ad 0 1 r 1 h P X 1 > 1/q r 1 h a a r h P max X > 1/q < 4 r h P max S > 1/q 4 r h P max 1/q 1/q S > 4 r h P sup 1/q 1/q S > <..31 It follows by Lemma 3.3 that E X 1 rq h X 1 q <. Now we will prove that a EX 1 0 provided that 1 q<. Assume that a / 0. Sice a S a S, the 1 P S a S > a 1/q P S a > a 1/q P S > a 1/q,.3 4 4

10 10 Joural of Probability ad Statistics ad hece r h r h P S a > a 1/q r h P S > a 1/q But this cotradicts the covergece of the series o the right-had side of the iequality. The equality EX 1 0 is proved. Proof of Theorem.5. Both theorems overlap. We eed to cosider oly the case r 1. Prove that.8.9. Defie radom variables Z ε 1/q I, ε 1/q X X I ε 1/q,ε 1/q X ε 1/q I ε 1/q, X, N. By Theorem A the radom variables Z, N, as well as Z EZ, N, are egatively associated. Deote S Z 1 EZ 1 Z EZ. By Theorem B there exist idepedet radom variables X 1,...,X such that the radom variables Z EZ ad X are idetically distributed for all 1,...,, ad E max 1 S E X 1 X. Similarly to.1, we ca prove that P max S >ε 1/q P max S 1 1 ES ε 1/q > P max X >ε 1/q 1.34 for all N grater tha some 0. I the same way as.17, oe ca prove that 0 1 h P max X >ε 1/q h P X 1 >ε 1/q X 1 q E X 1 q ε h ε <..35 With the help of the Marov iequality, we obtai P maxs 1 ES > ε1/q 4ε /q E maxs ES 1 8ε /q E X 1 X.36 8ε 1 /q E Z 1 ZY 1. From.34 ad.35, it follows that.9 holds if the series h /q E Z 1 EZ 1 coverges. This series ca be estimated as follows: h E Z /q 1 EZ 1 h E Z 1 /q h E X /q 1 I X 1 ε 1/q ε h P X 1 >ε 1/q..37

11 Joural of Probability ad Statistics 11 Rewrite the first summad o the right-had side i the followig way: h E X /q 1 h I X1 ε 1/q E X /q 1 I ε 1 1/q < X 1 ε 1/q h E X /q 1 I ε 1 1/q < X 1 ε 1/q..38 From.1 ad., it follows that there exist umbers 0 N, 0 >, ad C>0 such that h Ch, h x x /q dx Ch 1 /q, For ay N, we have h /q /q h x dx /q x/q h x dx <. x.40 /q If > 0, the h /q /q h x x /q dx /q Ch 1 /q /q C h /q..41 With the help of these estimates, we get h E X /q 1 0 I X1 ε 1/q /q /q C 0 1 h x dx x/q h 1 1 E X /q 1 1 I ε 1 1/q < X 1 ε 1/q..4 The last series ca be estimated as follows: 0 1 h 1 1 E X /q 1 1 I ε 1 1/q < X 1 ε 1/q ε E /q 1 ε 1 X q ε h 1 q X ε /q 1 ε E 1 q ε X 1 h 1 q X 1 <. I ε 1 1/q < X 1 ε 1/q.43 As a result we get that h /q E X 1 I X1 ε 1/q <. Taig accout of.35 ad.37, weseethat h /q E Z 1 EZ 1 <.

12 1 Joural of Probability ad Statistics Prove that.9.8 for r 1. Note that h P max X > /q h P max S > /q < 1 h j h P j P max j S > /q j 1/q j max S > /q 1/q 1 <..44 Deote b PX 1 > /q ad b P X 1 > /q. Note that P X 1 > /q b b. With the help of 1., oe ca prove the iequality 1 1 b ± Pmax < X > /q. Sice Pmax < X > /q 0adb ± P X 1 > /q 0as, the l b ± > l ad 0 b b < 1 for all N greater tha some 0. By the iequalities l x x for x 0, 1 ad 1 e x e x x for x 0, we obtai h P X 1 > /q b ± l 1 b ± 1 e l b ± 1 1 b ± P max X > /q < h b b, 4 h P max X > /q <. <.45 By Lemma 3.3, we have that E X 1 q h X 1 q <. I the same way as i the proof of the previous theorem, oe ca prove that EX 1 0ifq Auxiliary Results Let X 1,...,X be radom variables. Deote S X 1 X for 1,..., ad A,γ E X 1 γ E X γ,b,γ E X 1 EX 1 γ E X EX γ for some γ 0,, cosh x e x e x /,x R,.

13 Joural of Probability ad Statistics 13 Lemma 3.1. If egatively associated radom variables X 1,...,X are bouded by a costat c>0, the x P max S >x exp 1 c x xc γ 1 c l 1, 0 <γ 1, 3.1 A,γ x P max S ES >x 4 exp 1 γ 1 c x xc γ 1 c l 1, 1 γ, 3. B,γ for ay umber x>0. Proof. Prove Iequality 3.1. It is easily verified that max 1 S >x X >x X >x where X max0,x ad X max0, X. With the help of Marov iequality, we get P max S >x P X >x 1 e hx E exp h X P X >x e hx E exp h X 3.3 for ay h>0. By Theorem A, radom variables X, 1,...,, as well as X, 1,...,, are egatively associated. By Theorem B, the iequality E exp h X ± 1 X X± E exp ± h 1 X ± 3.4 holds where radom variables X 1,...,X are idepedet, ad for ay 1,...,,radom variables X ad X are idetically distributed. It follows that P max S >x e hx 1 e hx Ee h X e hx Ee hx e hx Ee h X Ee hx e hx Ee h X. 3.5

14 14 Joural of Probability ad Statistics Further we ca proceed as i Prohorov 1, Fu ad Nagaev 13, ad Kruglov 14. Assume that 0 < γ 1. The fuctio e hx 1 /x γ, 0 x c, icreases ad hece e hx 1 /x γ e hc 1 /c γ. With the help of this iequality, we obtai Ee h X E 1 X γ e h X 1 X γ 1 c γ e hc 1 E X γ exp c γ e hc 1 A,γ. 3.6 From this iequality ad from 3.5, it follows P max S >x exp hx c γ e hc 1 A,γ Put h c 1 l xc γ 1 /A,γ 1. As a result we obtai 3.1. Now we assume that 1 γ. By the Marov iequality we get P max S ES >x E cosh h max 1 S ES 1 cosh hx 3.8 for ay h>0. By Theorem B, the iequality r E max S ES E X EX X EX r 3.9 holds for ay r>1. Deote S X 1 X. Note that cosh x cosh x for ay x R. With these remars, we obtai E cosh h max S ES 1 1 r 1 E h max S ES r 1 r! E h S ES 1 r r! r 1 E cosh h S ES E cosh h S ES, 3.10 ad hece P max S ES >x E cosh h S ES 1 cosh hx e hx Ee h S ES Ee h S ES. 3.11

15 Joural of Probability ad Statistics 15 By the iequalities α e α 1 ad e α 1 α cosh α 1forα R, we obtai Ee h S ES Ee h X EX exp E e h X EX 1 exp E e h X EX 1 h X EX exp E cosh h X EX Put f α cosh α 1 α γ for α / 0adf 0 1/ ifγ, ad f 0 0if1 γ<. It ca be easily verified that the fuctio f is cotiuous, eve, ad icreases o 0,. Note that X EX cfor all 1,...,.With these remars, we obtai cosh h X EX 1 cosh h X EX 1 h X EX γ h X EX γ cosh hc 1 c γ E X EX γ, 3.13 ad hece Ee h S ES exp cosh hc 1 c γ B,γ I the same way, oe ca prove the iequality Ee h S ES exp cosh hc 1 c γ B,γ From these iequalities ad from 3.11, it follows that P max S ES >x 4 exp hx cosh hc 1 c γ B,γ 1 4 exp hx e hc 1 c γ B,γ Put h c 1 l xc γ 1 /B,γ 1. As a result we obtai 3.. Lemma 3.. Let h x,x 0,, be a odecreasig oegative fuctio, ξ be a oegative radom variable, r 1, ad q > 0. The r 1 h P ξ> 1/q E ξ rq h ξ q Proof. It ca be foud i Kruglov ad Volodi 7.

16 16 Joural of Probability ad Statistics Lemma 3.3. Let h x,x 0,, be a odecreasig oegative fuctio possessig property.1, ξ be a oegative radom variable, r 1,q > 0, ad b 1 a ubouded odecreasig sequece of positive umbers such that b bb for all N ad for some umber b>0,b 0 0. The there exist umbers 0 N ad d>0 such that de ξ rq h ξ q I ξ b0 b r 1 h b b b 1 P ξ>b 1/q Proof. It ca be foud i Kruglov ad Volodi 7. The ext lemma was proved i Kruglov ad Volodi 7 uder a additioal restrictio. Lemma 3.4. Let X, N, be idetically distributed radom variables such that E X 1 q < for some q 0, ad EX 1 0 if 1 q <. Defie the fuctio f x ε 1/q I, ε 1/q x xi ε 1/q,ε 1/q x ε 1/q I ε 1/q, x,x R, where ε>0is a fixed umber. The 1 lim max 1/q 1 j 1 Ef X j Proof. Note that max Ef X j 1 Ef X1 E X1 I X1 ε 1/q ε P 1/q X 1 >ε 1/q, j 1 1 lim 1/q 1/q 1 P X 1 >ε 1/q lim P X 1 q >ε q It suffices to prove that lim E X 1/q 1 I X1 ε 1/q Suppose that 0 <q<1. For ay δ>0, there exist 0 N such that E X 1 q I X1 >ε 1/q <δ.we get, for ay 0, E X 1/q 1 I X1 ε 1/q E X 1/q 1 I X1 ε 1/q ε 1 q E X 0 1 q I 1/q ε 0 < X 1, ε 1/q 3. ad hece lim sup E X 1/q 1 I X1 1/q ε 1 q δ. 3.3 This implies 3.1,siceδ>0 ca be chose arbitrarily small.

17 Joural of Probability ad Statistics 17 If 1 q<adex 1 0, the we get E X1 I 1/q X1 ε 1/q E X1 I 1/q X1 >ε 1/q ε 1 q E X 1 q I X1 >ε 1/q Acowledgmets The author is grateful to a aoymous referee for careful readig of the paper ad useful remars. This research was supported by the Russia Foudatio for Basic Research, projects a, a, Uzbeista. Refereces 1 P. L. Hsu ad H. Robbis, Complete covergece ad the law of large umbers, Proceedigs of the Natioal Academy of Scieces of the Uited States of America, vol. 33, pp. 5 31, P. Erdös, O a theorem of Hsu ad Robbis, Aals of Mathematical Statistics, vol. 0, pp , P. Erdös, Remar o my paper O a theorem of Hsu ad Robbis, Aals of Mathematical Statistics, vol. 1, article 138, F. Spitzer, A combiatorial lemma ad its applicatio to probability theory, Trasactios of the America Mathematical Society, vol. 8, pp , L. E. Baum ad M. Katz, Covergece rates i the law of large umbers, Trasactios of the America Mathematical Society, vol. 10, pp , V. M. Kruglov, A. I. Volodi, ad T.-C. Hu, O complete covergece for arrays, Statistics ad Probability Letters, vol. 76, o. 15, pp , V. M. Kruglov ad A. I. Volodi, Covergece rates i the law of large umbers for arrays, Probability ad Mathematical Statistics, vol. 6, o. 1, pp , R. L. Taylor, R. F. Patterso, ad A. Bozorgia, A strog law of large umbers for arrays of rowwise egatively depedet radom variables, Stochastic Aalysis ad Applicatios, vol. 0, o. 3, pp , P. Che, N.-C. Yu, X. Liu, ad A. Volodi, O complete covergece for arrays of rowwise egatively associated radom variables, Theory of Probability ad Its Applicatio, vol. 5, pp , P. Che, N.-C. Yu, X. Liu, ad A. Volodi, O complete covergece for arrays of rowwise egatively associated radom variables, Probability ad Mathematical Statistics, vol. 6, pp , Q.-M. Shao, A compariso theorem o momet iequalities betwee egatively associated ad idepedet radom variables, Joural of Theoretical Probability, vol. 13, o., pp , Yu. V. Prohorov, Some remars o the strog law of large umbers, Theory of Probability ad Its Applicatios, vol. 4, pp. 15 0, D. H. Fu ad S. V. Nagaev, Probabilistic iequalities for sums of idepedet radom variables, Theory of Probability ad Its Applicatios, vol. 16, pp , V. M. Kruglov, Stregtheig the Prohorov arcsie iequality, Theory of Probability ad Its Applicatios, vol. 50, o. 4, pp , 005.

Research Article On the Strong Laws for Weighted Sums of ρ -Mixing Random Variables

Research Article On the Strong Laws for Weighted Sums of ρ -Mixing Random Variables Hidawi Publishig Corporatio Joural of Iequalities ad Applicatios Volume 2011, Article ID 157816, 8 pages doi:10.1155/2011/157816 Research Article O the Strog Laws for Weighted Sums of ρ -Mixig Radom Variables

More information

Review Article Complete Convergence for Negatively Dependent Sequences of Random Variables

Review Article Complete Convergence for Negatively Dependent Sequences of Random Variables Hidawi Publishig Corporatio Joural of Iequalities ad Applicatios Volume 010, Article ID 50793, 10 pages doi:10.1155/010/50793 Review Article Complete Covergece for Negatively Depedet Sequeces of Radom

More information

Complete Convergence for Asymptotically Almost Negatively Associated Random Variables

Complete Convergence for Asymptotically Almost Negatively Associated Random Variables Applied Mathematical Scieces, Vol. 12, 2018, o. 30, 1441-1452 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ams.2018.810142 Complete Covergece for Asymptotically Almost Negatively Associated Radom

More information

Research Article Moment Inequality for ϕ-mixing Sequences and Its Applications

Research Article Moment Inequality for ϕ-mixing Sequences and Its Applications Hidawi Publishig Corporatio Joural of Iequalities ad Applicatios Volume 2009, Article ID 379743, 2 pages doi:0.55/2009/379743 Research Article Momet Iequality for ϕ-mixig Sequeces ad Its Applicatios Wag

More information

HAJEK-RENYI-TYPE INEQUALITY FOR SOME NONMONOTONIC FUNCTIONS OF ASSOCIATED RANDOM VARIABLES

HAJEK-RENYI-TYPE INEQUALITY FOR SOME NONMONOTONIC FUNCTIONS OF ASSOCIATED RANDOM VARIABLES HAJEK-RENYI-TYPE INEQUALITY FOR SOME NONMONOTONIC FUNCTIONS OF ASSOCIATED RANDOM VARIABLES ISHA DEWAN AND B. L. S. PRAKASA RAO Received 1 April 005; Revised 6 October 005; Accepted 11 December 005 Let

More information

for all x ; ;x R. A ifiite sequece fx ; g is said to be ND if every fiite subset X ; ;X is ND. The coditios (.) ad (.3) are equivalet for =, but these

for all x ; ;x R. A ifiite sequece fx ; g is said to be ND if every fiite subset X ; ;X is ND. The coditios (.) ad (.3) are equivalet for =, but these sub-gaussia techiques i provig some strog it theorems Λ M. Amii A. Bozorgia Departmet of Mathematics, Faculty of Scieces Sista ad Baluchesta Uiversity, Zaheda, Ira Amii@hamoo.usb.ac.ir, Fax:054446565 Departmet

More information

Convergence of random variables. (telegram style notes) P.J.C. Spreij

Convergence of random variables. (telegram style notes) P.J.C. Spreij Covergece of radom variables (telegram style otes).j.c. Spreij this versio: September 6, 2005 Itroductio As we kow, radom variables are by defiitio measurable fuctios o some uderlyig measurable space

More information

A Note on the Kolmogorov-Feller Weak Law of Large Numbers

A Note on the Kolmogorov-Feller Weak Law of Large Numbers Joural of Mathematical Research with Applicatios Mar., 015, Vol. 35, No., pp. 3 8 DOI:10.3770/j.iss:095-651.015.0.013 Http://jmre.dlut.edu.c A Note o the Kolmogorov-Feller Weak Law of Large Numbers Yachu

More information

MAXIMAL INEQUALITIES AND STRONG LAW OF LARGE NUMBERS FOR AANA SEQUENCES

MAXIMAL INEQUALITIES AND STRONG LAW OF LARGE NUMBERS FOR AANA SEQUENCES Commu Korea Math Soc 26 20, No, pp 5 6 DOI 0434/CKMS20265 MAXIMAL INEQUALITIES AND STRONG LAW OF LARGE NUMBERS FOR AANA SEQUENCES Wag Xueju, Hu Shuhe, Li Xiaoqi, ad Yag Wezhi Abstract Let {X, } be a sequece

More information

Self-normalized deviation inequalities with application to t-statistic

Self-normalized deviation inequalities with application to t-statistic Self-ormalized deviatio iequalities with applicatio to t-statistic Xiequa Fa Ceter for Applied Mathematics, Tiaji Uiversity, 30007 Tiaji, Chia Abstract Let ξ i i 1 be a sequece of idepedet ad symmetric

More information

Equivalent Conditions of Complete Convergence and Complete Moment Convergence for END Random Variables

Equivalent Conditions of Complete Convergence and Complete Moment Convergence for END Random Variables Chi. A. Math. Ser. B 391, 2018, 83 96 DOI: 10.1007/s11401-018-1053-9 Chiese Aals of Mathematics, Series B c The Editorial Office of CAM ad Spriger-Verlag Berli Heidelberg 2018 Equivalet Coditios of Complete

More information

COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE END RANDOM VARIABLES

COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE END RANDOM VARIABLES GLASNIK MATEMATIČKI Vol. 4969)2014), 449 468 COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE END RANDOM VARIABLES Yogfeg Wu, Mauel Ordóñez Cabrera ad Adrei Volodi Toglig Uiversity

More information

1 Convergence in Probability and the Weak Law of Large Numbers

1 Convergence in Probability and the Weak Law of Large Numbers 36-752 Advaced Probability Overview Sprig 2018 8. Covergece Cocepts: i Probability, i L p ad Almost Surely Istructor: Alessadro Rialdo Associated readig: Sec 2.4, 2.5, ad 4.11 of Ash ad Doléas-Dade; Sec

More information

Mi-Hwa Ko and Tae-Sung Kim

Mi-Hwa Ko and Tae-Sung Kim J. Korea Math. Soc. 42 2005), No. 5, pp. 949 957 ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF NEGATIVELY ORTHANT DEPENDENT RANDOM VARIABLES Mi-Hwa Ko ad Tae-Sug Kim Abstract. For weighted sum of a sequece

More information

7.1 Convergence of sequences of random variables

7.1 Convergence of sequences of random variables Chapter 7 Limit Theorems Throughout this sectio we will assume a probability space (, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite

More information

ST5215: Advanced Statistical Theory

ST5215: Advanced Statistical Theory ST525: Advaced Statistical Theory Departmet of Statistics & Applied Probability Tuesday, September 7, 2 ST525: Advaced Statistical Theory Lecture : The law of large umbers The Law of Large Numbers The

More information

Sequences and Series of Functions

Sequences and Series of Functions Chapter 6 Sequeces ad Series of Fuctios 6.1. Covergece of a Sequece of Fuctios Poitwise Covergece. Defiitio 6.1. Let, for each N, fuctio f : A R be defied. If, for each x A, the sequece (f (x)) coverges

More information

Precise Rates in Complete Moment Convergence for Negatively Associated Sequences

Precise Rates in Complete Moment Convergence for Negatively Associated Sequences Commuicatios of the Korea Statistical Society 29, Vol. 16, No. 5, 841 849 Precise Rates i Complete Momet Covergece for Negatively Associated Sequeces Dae-Hee Ryu 1,a a Departmet of Computer Sciece, ChugWoo

More information

Research Article Some E-J Generalized Hausdorff Matrices Not of Type M

Research Article Some E-J Generalized Hausdorff Matrices Not of Type M Abstract ad Applied Aalysis Volume 2011, Article ID 527360, 5 pages doi:10.1155/2011/527360 Research Article Some E-J Geeralized Hausdorff Matrices Not of Type M T. Selmaogullari, 1 E. Savaş, 2 ad B. E.

More information

1 = δ2 (0, ), Y Y n nδ. , T n = Y Y n n. ( U n,k + X ) ( f U n,k + Y ) n 2n f U n,k + θ Y ) 2 E X1 2 X1

1 = δ2 (0, ), Y Y n nδ. , T n = Y Y n n. ( U n,k + X ) ( f U n,k + Y ) n 2n f U n,k + θ Y ) 2 E X1 2 X1 8. The cetral limit theorems 8.1. The cetral limit theorem for i.i.d. sequeces. ecall that C ( is N -separatig. Theorem 8.1. Let X 1, X,... be i.i.d. radom variables with EX 1 = ad EX 1 = σ (,. Suppose

More information

Research Article Approximate Riesz Algebra-Valued Derivations

Research Article Approximate Riesz Algebra-Valued Derivations Abstract ad Applied Aalysis Volume 2012, Article ID 240258, 5 pages doi:10.1155/2012/240258 Research Article Approximate Riesz Algebra-Valued Derivatios Faruk Polat Departmet of Mathematics, Faculty of

More information

Comparison Study of Series Approximation. and Convergence between Chebyshev. and Legendre Series

Comparison Study of Series Approximation. and Convergence between Chebyshev. and Legendre Series Applied Mathematical Scieces, Vol. 7, 03, o. 6, 3-337 HIKARI Ltd, www.m-hikari.com http://d.doi.org/0.988/ams.03.3430 Compariso Study of Series Approimatio ad Covergece betwee Chebyshev ad Legedre Series

More information

Lecture 8: Convergence of transformations and law of large numbers

Lecture 8: Convergence of transformations and law of large numbers Lecture 8: Covergece of trasformatios ad law of large umbers Trasformatio ad covergece Trasformatio is a importat tool i statistics. If X coverges to X i some sese, we ofte eed to check whether g(x ) coverges

More information

2.2. Central limit theorem.

2.2. Central limit theorem. 36.. Cetral limit theorem. The most ideal case of the CLT is that the radom variables are iid with fiite variace. Although it is a special case of the more geeral Lideberg-Feller CLT, it is most stadard

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 3 9/11/2013. Large deviations Theory. Cramér s Theorem

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 3 9/11/2013. Large deviations Theory. Cramér s Theorem MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/5.070J Fall 203 Lecture 3 9//203 Large deviatios Theory. Cramér s Theorem Cotet.. Cramér s Theorem. 2. Rate fuctio ad properties. 3. Chage of measure techique.

More information

Lecture 19: Convergence

Lecture 19: Convergence Lecture 19: Covergece Asymptotic approach I statistical aalysis or iferece, a key to the success of fidig a good procedure is beig able to fid some momets ad/or distributios of various statistics. I may

More information

Randomized Algorithms I, Spring 2018, Department of Computer Science, University of Helsinki Homework 1: Solutions (Discussed January 25, 2018)

Randomized Algorithms I, Spring 2018, Department of Computer Science, University of Helsinki Homework 1: Solutions (Discussed January 25, 2018) Radomized Algorithms I, Sprig 08, Departmet of Computer Sciece, Uiversity of Helsiki Homework : Solutios Discussed Jauary 5, 08). Exercise.: Cosider the followig balls-ad-bi game. We start with oe black

More information

Chapter 6 Infinite Series

Chapter 6 Infinite Series Chapter 6 Ifiite Series I the previous chapter we cosidered itegrals which were improper i the sese that the iterval of itegratio was ubouded. I this chapter we are goig to discuss a topic which is somewhat

More information

Solutions to HW Assignment 1

Solutions to HW Assignment 1 Solutios to HW: 1 Course: Theory of Probability II Page: 1 of 6 Uiversity of Texas at Austi Solutios to HW Assigmet 1 Problem 1.1. Let Ω, F, {F } 0, P) be a filtered probability space ad T a stoppig time.

More information

Chapter 3. Strong convergence. 3.1 Definition of almost sure convergence

Chapter 3. Strong convergence. 3.1 Definition of almost sure convergence Chapter 3 Strog covergece As poited out i the Chapter 2, there are multiple ways to defie the otio of covergece of a sequece of radom variables. That chapter defied covergece i probability, covergece i

More information

Lecture 7: Properties of Random Samples

Lecture 7: Properties of Random Samples Lecture 7: Properties of Radom Samples 1 Cotiued From Last Class Theorem 1.1. Let X 1, X,...X be a radom sample from a populatio with mea µ ad variace σ

More information

Review Article Incomplete Bivariate Fibonacci and Lucas p-polynomials

Review Article Incomplete Bivariate Fibonacci and Lucas p-polynomials Discrete Dyamics i Nature ad Society Volume 2012, Article ID 840345, 11 pages doi:10.1155/2012/840345 Review Article Icomplete Bivariate Fiboacci ad Lucas p-polyomials Dursu Tasci, 1 Mirac Ceti Firegiz,

More information

Disjoint Systems. Abstract

Disjoint Systems. Abstract Disjoit Systems Noga Alo ad Bey Sudaov Departmet of Mathematics Raymod ad Beverly Sacler Faculty of Exact Scieces Tel Aviv Uiversity, Tel Aviv, Israel Abstract A disjoit system of type (,,, ) is a collectio

More information

Weak Laws of Large Numbers for Sequences or Arrays of Correlated Random Variables

Weak Laws of Large Numbers for Sequences or Arrays of Correlated Random Variables Iteratioal Mathematical Forum, Vol., 5, o. 4, 65-73 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/.988/imf.5.5 Weak Laws of Large Numers for Sequeces or Arrays of Correlated Radom Variales Yutig Lu School

More information

Limit distributions for products of sums

Limit distributions for products of sums Statistics & Probability Letters 62 (23) 93 Limit distributios for products of sums Yogcheg Qi Departmet of Mathematics ad Statistics, Uiversity of Miesota-Duluth, Campus Ceter 4, 7 Uiversity Drive, Duluth,

More information

Bounds for the Positive nth-root of Positive Integers

Bounds for the Positive nth-root of Positive Integers Pure Mathematical Scieces, Vol. 6, 07, o., 47-59 HIKARI Ltd, www.m-hikari.com https://doi.org/0.988/pms.07.7 Bouds for the Positive th-root of Positive Itegers Rachid Marsli Mathematics ad Statistics Departmet

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 19 11/17/2008 LAWS OF LARGE NUMBERS II THE STRONG LAW OF LARGE NUMBERS

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 19 11/17/2008 LAWS OF LARGE NUMBERS II THE STRONG LAW OF LARGE NUMBERS MASSACHUSTTS INSTITUT OF TCHNOLOGY 6.436J/5.085J Fall 2008 Lecture 9 /7/2008 LAWS OF LARG NUMBRS II Cotets. The strog law of large umbers 2. The Cheroff boud TH STRONG LAW OF LARG NUMBRS While the weak

More information

Notes 5 : More on the a.s. convergence of sums

Notes 5 : More on the a.s. convergence of sums Notes 5 : More o the a.s. covergece of sums Math 733-734: Theory of Probability Lecturer: Sebastie Roch Refereces: Dur0, Sectios.5; Wil9, Sectio 4.7, Shi96, Sectio IV.4, Dur0, Sectio.. Radom series. Three-series

More information

(A sequence also can be thought of as the list of function values attained for a function f :ℵ X, where f (n) = x n for n 1.) x 1 x N +k x N +4 x 3

(A sequence also can be thought of as the list of function values attained for a function f :ℵ X, where f (n) = x n for n 1.) x 1 x N +k x N +4 x 3 MATH 337 Sequeces Dr. Neal, WKU Let X be a metric space with distace fuctio d. We shall defie the geeral cocept of sequece ad limit i a metric space, the apply the results i particular to some special

More information

Product measures, Tonelli s and Fubini s theorems For use in MAT3400/4400, autumn 2014 Nadia S. Larsen. Version of 13 October 2014.

Product measures, Tonelli s and Fubini s theorems For use in MAT3400/4400, autumn 2014 Nadia S. Larsen. Version of 13 October 2014. Product measures, Toelli s ad Fubii s theorems For use i MAT3400/4400, autum 2014 Nadia S. Larse Versio of 13 October 2014. 1. Costructio of the product measure The purpose of these otes is to preset the

More information

Research Article On the Strong Convergence and Complete Convergence for Pairwise NQD Random Variables

Research Article On the Strong Convergence and Complete Convergence for Pairwise NQD Random Variables Abstract ad Applied Aalysis Volume 204, Article ID 949608, 7 pages http://dx.doi.org/0.55/204/949608 Research Article O the Strog Covergece ad Complete Covergece for Pairwise NQD Radom Variables Aitig

More information

<, if ε > 0 2nloglogn. =, if ε < 0.

<, if ε > 0 2nloglogn. =, if ε < 0. GLASNIK MATEMATIČKI Vol. 52(72)(207), 35 360 THE DAVIS-GUT LAW FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED BANACH SPACE VALUED RANDOM ELEMENTS Pigya Che, Migyag Zhag ad Adrew Rosalsky Jia Uversity, P.

More information

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function.

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function. MATH 532 Measurable Fuctios Dr. Neal, WKU Throughout, let ( X, F, µ) be a measure space ad let (!, F, P ) deote the special case of a probability space. We shall ow begi to study real-valued fuctios defied

More information

Research Article Carleson Measure in Bergman-Orlicz Space of Polydisc

Research Article Carleson Measure in Bergman-Orlicz Space of Polydisc Abstract ad Applied Aalysis Volume 200, Article ID 603968, 7 pages doi:0.55/200/603968 Research Article arleso Measure i Bergma-Orlicz Space of Polydisc A-Jia Xu, 2 ad Zou Yag 3 Departmet of Mathematics,

More information

ECONOMETRIC THEORY. MODULE XIII Lecture - 34 Asymptotic Theory and Stochastic Regressors

ECONOMETRIC THEORY. MODULE XIII Lecture - 34 Asymptotic Theory and Stochastic Regressors ECONOMETRIC THEORY MODULE XIII Lecture - 34 Asymptotic Theory ad Stochastic Regressors Dr. Shalabh Departmet of Mathematics ad Statistics Idia Istitute of Techology Kapur Asymptotic theory The asymptotic

More information

Distribution of Random Samples & Limit theorems

Distribution of Random Samples & Limit theorems STAT/MATH 395 A - PROBABILITY II UW Witer Quarter 2017 Néhémy Lim Distributio of Radom Samples & Limit theorems 1 Distributio of i.i.d. Samples Motivatig example. Assume that the goal of a study is to

More information

Asymptotic distribution of products of sums of independent random variables

Asymptotic distribution of products of sums of independent random variables Proc. Idia Acad. Sci. Math. Sci. Vol. 3, No., May 03, pp. 83 9. c Idia Academy of Scieces Asymptotic distributio of products of sums of idepedet radom variables YANLING WANG, SUXIA YAO ad HONGXIA DU ollege

More information

New Results for the Fibonacci Sequence Using Binet s Formula

New Results for the Fibonacci Sequence Using Binet s Formula Iteratioal Mathematical Forum, Vol. 3, 208, o. 6, 29-266 HIKARI Ltd, www.m-hikari.com https://doi.org/0.2988/imf.208.832 New Results for the Fiboacci Sequece Usig Biet s Formula Reza Farhadia Departmet

More information

Research Article A New Second-Order Iteration Method for Solving Nonlinear Equations

Research Article A New Second-Order Iteration Method for Solving Nonlinear Equations Abstract ad Applied Aalysis Volume 2013, Article ID 487062, 4 pages http://dx.doi.org/10.1155/2013/487062 Research Article A New Secod-Order Iteratio Method for Solvig Noliear Equatios Shi Mi Kag, 1 Arif

More information

Correspondence should be addressed to Wing-Sum Cheung,

Correspondence should be addressed to Wing-Sum Cheung, Hidawi Publishig Corporatio Joural of Iequalities ad Applicatios Volume 2009, Article ID 137301, 7 pages doi:10.1155/2009/137301 Research Article O Pečarić-Raić-Dragomir-Type Iequalities i Normed Liear

More information

Probability for mathematicians INDEPENDENCE TAU

Probability for mathematicians INDEPENDENCE TAU Probability for mathematicias INDEPENDENCE TAU 2013 28 Cotets 3 Ifiite idepedet sequeces 28 3a Idepedet evets........................ 28 3b Idepedet radom variables.................. 33 3 Ifiite idepedet

More information

STRONG DEVIATION THEOREMS FOR THE SEQUENCE OF CONTINUOUS RANDOM VARIABLES AND THE APPROACH OF LAPLACE TRANSFORM

STRONG DEVIATION THEOREMS FOR THE SEQUENCE OF CONTINUOUS RANDOM VARIABLES AND THE APPROACH OF LAPLACE TRANSFORM Joural of Statitic: Advace i Theory ad Applicatio Volume, Number, 9, Page 35-47 STRONG DEVIATION THEORES FOR THE SEQUENCE OF CONTINUOUS RANDO VARIABLES AND THE APPROACH OF LAPLACE TRANSFOR School of athematic

More information

Council for Innovative Research

Council for Innovative Research ABSTRACT ON ABEL CONVERGENT SERIES OF FUNCTIONS ERDAL GÜL AND MEHMET ALBAYRAK Yildiz Techical Uiversity, Departmet of Mathematics, 34210 Eseler, Istabul egul34@gmail.com mehmetalbayrak12@gmail.com I this

More information

Introduction to Probability. Ariel Yadin

Introduction to Probability. Ariel Yadin Itroductio to robability Ariel Yadi Lecture 2 *** Ja. 7 ***. Covergece of Radom Variables As i the case of sequeces of umbers, we would like to talk about covergece of radom variables. There are may ways

More information

Research Article Carleson Measure in Bergman-Orlicz Space of Polydisc

Research Article Carleson Measure in Bergman-Orlicz Space of Polydisc Hidawi Publishig orporatio Abstract ad Applied Aalysis Volume 00, Article ID 603968, 7 pages doi:0.55/00/603968 Research Article arleso Measure i Bergma-Orlicz Space of Polydisc A-Jia Xu, ad Zou Yag 3

More information

MAT1026 Calculus II Basic Convergence Tests for Series

MAT1026 Calculus II Basic Convergence Tests for Series MAT026 Calculus II Basic Covergece Tests for Series Egi MERMUT 202.03.08 Dokuz Eylül Uiversity Faculty of Sciece Departmet of Mathematics İzmir/TURKEY Cotets Mootoe Covergece Theorem 2 2 Series of Real

More information

Introduction to Extreme Value Theory Laurens de Haan, ISM Japan, Erasmus University Rotterdam, NL University of Lisbon, PT

Introduction to Extreme Value Theory Laurens de Haan, ISM Japan, Erasmus University Rotterdam, NL University of Lisbon, PT Itroductio to Extreme Value Theory Laures de Haa, ISM Japa, 202 Itroductio to Extreme Value Theory Laures de Haa Erasmus Uiversity Rotterdam, NL Uiversity of Lisbo, PT Itroductio to Extreme Value Theory

More information

Generalized Law of the Iterated Logarithm and Its Convergence Rate

Generalized Law of the Iterated Logarithm and Its Convergence Rate Stochastic Aalysis ad Applicatios, 25: 89 03, 2007 Copyright Taylor & Fracis Group, LLC ISSN 0736-2994 prit/532-9356 olie DOI: 0.080/073629906005997 Geeralized Law of the Iterated Logarithm ad Its Covergece

More information

Lecture 3 : Random variables and their distributions

Lecture 3 : Random variables and their distributions Lecture 3 : Radom variables ad their distributios 3.1 Radom variables Let (Ω, F) ad (S, S) be two measurable spaces. A map X : Ω S is measurable or a radom variable (deoted r.v.) if X 1 (A) {ω : X(ω) A}

More information

Statistically Convergent Double Sequence Spaces in 2-Normed Spaces Defined by Orlicz Function

Statistically Convergent Double Sequence Spaces in 2-Normed Spaces Defined by Orlicz Function Applied Mathematics, 0,, 398-40 doi:0.436/am.0.4048 Published Olie April 0 (http://www.scirp.org/oural/am) Statistically Coverget Double Sequece Spaces i -Normed Spaces Defied by Orlic Fuctio Abstract

More information

Solutions of Homework 2.

Solutions of Homework 2. 1 Solutios of Homework 2. 1. Suppose X Y with E(Y )

More information

Research Article A Note on Ergodicity of Systems with the Asymptotic Average Shadowing Property

Research Article A Note on Ergodicity of Systems with the Asymptotic Average Shadowing Property Discrete Dyamics i Nature ad Society Volume 2011, Article ID 360583, 6 pages doi:10.1155/2011/360583 Research Article A Note o Ergodicity of Systems with the Asymptotic Average Shadowig Property Risog

More information

Some Tauberian theorems for weighted means of bounded double sequences

Some Tauberian theorems for weighted means of bounded double sequences A. Ştiiţ. Uiv. Al. I. Cuza Iaşi. Mat. N.S. Tomul LXIII, 207, f. Some Tauberia theorems for weighted meas of bouded double sequeces Cemal Bele Received: 22.XII.202 / Revised: 24.VII.203/ Accepted: 3.VII.203

More information

MAS111 Convergence and Continuity

MAS111 Convergence and Continuity MAS Covergece ad Cotiuity Key Objectives At the ed of the course, studets should kow the followig topics ad be able to apply the basic priciples ad theorems therei to solvig various problems cocerig covergece

More information

Glivenko-Cantelli Classes

Glivenko-Cantelli Classes CS28B/Stat24B (Sprig 2008 Statistical Learig Theory Lecture: 4 Gliveko-Catelli Classes Lecturer: Peter Bartlett Scribe: Michelle Besi Itroductio This lecture will cover Gliveko-Catelli (GC classes ad itroduce

More information

Research Article Strong and Weak Convergence for Asymptotically Almost Negatively Associated Random Variables

Research Article Strong and Weak Convergence for Asymptotically Almost Negatively Associated Random Variables Discrete Dyamics i Nature ad Society Volume 2013, Article ID 235012, 7 pages http://dx.doi.org/10.1155/2013/235012 Research Article Strog ad Weak Covergece for Asymptotically Almost Negatively Associated

More information

Berry-Esseen bounds for self-normalized martingales

Berry-Esseen bounds for self-normalized martingales Berry-Essee bouds for self-ormalized martigales Xiequa Fa a, Qi-Ma Shao b a Ceter for Applied Mathematics, Tiaji Uiversity, Tiaji 30007, Chia b Departmet of Statistics, The Chiese Uiversity of Hog Kog,

More information

Estimation of the essential supremum of a regression function

Estimation of the essential supremum of a regression function Estimatio of the essetial supremum of a regressio fuctio Michael ohler, Adam rzyżak 2, ad Harro Walk 3 Fachbereich Mathematik, Techische Uiversität Darmstadt, Schlossgartestr. 7, 64289 Darmstadt, Germay,

More information

BIRKHOFF ERGODIC THEOREM

BIRKHOFF ERGODIC THEOREM BIRKHOFF ERGODIC THEOREM Abstract. We will give a proof of the poitwise ergodic theorem, which was first proved by Birkhoff. May improvemets have bee made sice Birkhoff s orgial proof. The versio we give

More information

ON POINTWISE BINOMIAL APPROXIMATION

ON POINTWISE BINOMIAL APPROXIMATION Iteratioal Joural of Pure ad Applied Mathematics Volume 71 No. 1 2011, 57-66 ON POINTWISE BINOMIAL APPROXIMATION BY w-functions K. Teerapabolar 1, P. Wogkasem 2 Departmet of Mathematics Faculty of Sciece

More information

62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 +

62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + 62. Power series Defiitio 16. (Power series) Give a sequece {c }, the series c x = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + is called a power series i the variable x. The umbers c are called the coefficiets of

More information

Detailed proofs of Propositions 3.1 and 3.2

Detailed proofs of Propositions 3.1 and 3.2 Detailed proofs of Propositios 3. ad 3. Proof of Propositio 3. NB: itegratio sets are geerally omitted for itegrals defied over a uit hypercube [0, s with ay s d. We first give four lemmas. The proof of

More information

Research Article Invariant Statistical Convergence of Sequences of Sets with respect to a Modulus Function

Research Article Invariant Statistical Convergence of Sequences of Sets with respect to a Modulus Function Hidawi Publishig Corporatio Abstract ad Applied Aalysis, Article ID 88020, 5 pages http://dx.doi.org/0.55/204/88020 Research Article Ivariat Statistical Covergece of Sequeces of Sets with respect to a

More information

If a subset E of R contains no open interval, is it of zero measure? For instance, is the set of irrationals in [0, 1] is of measure zero?

If a subset E of R contains no open interval, is it of zero measure? For instance, is the set of irrationals in [0, 1] is of measure zero? 2 Lebesgue Measure I Chapter 1 we defied the cocept of a set of measure zero, ad we have observed that every coutable set is of measure zero. Here are some atural questios: If a subset E of R cotais a

More information

Approximation theorems for localized szász Mirakjan operators

Approximation theorems for localized szász Mirakjan operators Joural of Approximatio Theory 152 (2008) 125 134 www.elsevier.com/locate/jat Approximatio theorems for localized szász Miraja operators Lise Xie a,,1, Tigfa Xie b a Departmet of Mathematics, Lishui Uiversity,

More information

7.1 Convergence of sequences of random variables

7.1 Convergence of sequences of random variables Chapter 7 Limit theorems Throughout this sectio we will assume a probability space (Ω, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite

More information

Probability 2 - Notes 10. Lemma. If X is a random variable and g(x) 0 for all x in the support of f X, then P(g(X) 1) E[g(X)].

Probability 2 - Notes 10. Lemma. If X is a random variable and g(x) 0 for all x in the support of f X, then P(g(X) 1) E[g(X)]. Probability 2 - Notes 0 Some Useful Iequalities. Lemma. If X is a radom variable ad g(x 0 for all x i the support of f X, the P(g(X E[g(X]. Proof. (cotiuous case P(g(X Corollaries x:g(x f X (xdx x:g(x

More information

Weighted Approximation by Videnskii and Lupas Operators

Weighted Approximation by Videnskii and Lupas Operators Weighted Approximatio by Videsii ad Lupas Operators Aif Barbaros Dime İstabul Uiversity Departmet of Egieerig Sciece April 5, 013 Aif Barbaros Dime İstabul Uiversity Departmet Weightedof Approximatio Egieerig

More information

Introducing a Novel Bivariate Generalized Skew-Symmetric Normal Distribution

Introducing a Novel Bivariate Generalized Skew-Symmetric Normal Distribution Joural of mathematics ad computer Sciece 7 (03) 66-7 Article history: Received April 03 Accepted May 03 Available olie Jue 03 Itroducig a Novel Bivariate Geeralized Skew-Symmetric Normal Distributio Behrouz

More information

Lecture 3 The Lebesgue Integral

Lecture 3 The Lebesgue Integral Lecture 3: The Lebesgue Itegral 1 of 14 Course: Theory of Probability I Term: Fall 2013 Istructor: Gorda Zitkovic Lecture 3 The Lebesgue Itegral The costructio of the itegral Uless expressly specified

More information

LECTURE 8: ASYMPTOTICS I

LECTURE 8: ASYMPTOTICS I LECTURE 8: ASYMPTOTICS I We are iterested i the properties of estimators as. Cosider a sequece of radom variables {, X 1}. N. M. Kiefer, Corell Uiversity, Ecoomics 60 1 Defiitio: (Weak covergece) A sequece

More information

Common Coupled Fixed Point of Mappings Satisfying Rational Inequalities in Ordered Complex Valued Generalized Metric Spaces

Common Coupled Fixed Point of Mappings Satisfying Rational Inequalities in Ordered Complex Valued Generalized Metric Spaces IOSR Joural of Mathematics (IOSR-JM) e-issn: 78-578, p-issn:319-765x Volume 10, Issue 3 Ver II (May-Ju 014), PP 69-77 Commo Coupled Fixed Poit of Mappigs Satisfyig Ratioal Iequalities i Ordered Complex

More information

DANIELL AND RIEMANN INTEGRABILITY

DANIELL AND RIEMANN INTEGRABILITY DANIELL AND RIEMANN INTEGRABILITY ILEANA BUCUR We itroduce the otio of Riema itegrable fuctio with respect to a Daiell itegral ad prove the approximatio theorem of such fuctios by a mootoe sequece of Jorda

More information

Some limit properties for a hidden inhomogeneous Markov chain

Some limit properties for a hidden inhomogeneous Markov chain Dog et al. Joural of Iequalities ad Applicatios (208) 208:292 https://doi.org/0.86/s3660-08-884-7 R E S E A R C H Ope Access Some it properties for a hidde ihomogeeous Markov chai Yu Dog *, Fag-qig Dig

More information

Boundaries and the James theorem

Boundaries and the James theorem Boudaries ad the James theorem L. Vesely 1. Itroductio The followig theorem is importat ad well kow. All spaces cosidered here are real ormed or Baach spaces. Give a ormed space X, we deote by B X ad S

More information

Ma 530 Infinite Series I

Ma 530 Infinite Series I Ma 50 Ifiite Series I Please ote that i additio to the material below this lecture icorporated material from the Visual Calculus web site. The material o sequeces is at Visual Sequeces. (To use this li

More information

Feedback in Iterative Algorithms

Feedback in Iterative Algorithms Feedback i Iterative Algorithms Charles Byre (Charles Byre@uml.edu), Departmet of Mathematical Scieces, Uiversity of Massachusetts Lowell, Lowell, MA 01854 October 17, 2005 Abstract Whe the oegative system

More information

An Introduction to Randomized Algorithms

An Introduction to Randomized Algorithms A Itroductio to Radomized Algorithms The focus of this lecture is to study a radomized algorithm for quick sort, aalyze it usig probabilistic recurrece relatios, ad also provide more geeral tools for aalysis

More information

On the behavior at infinity of an integrable function

On the behavior at infinity of an integrable function O the behavior at ifiity of a itegrable fuctio Emmauel Lesige To cite this versio: Emmauel Lesige. O the behavior at ifiity of a itegrable fuctio. The America Mathematical Mothly, 200, 7 (2), pp.75-8.

More information

Lecture 2: Concentration Bounds

Lecture 2: Concentration Bounds CSE 52: Desig ad Aalysis of Algorithms I Sprig 206 Lecture 2: Cocetratio Bouds Lecturer: Shaya Oveis Ghara March 30th Scribe: Syuzaa Sargsya Disclaimer: These otes have ot bee subjected to the usual scrutiy

More information

Notes 19 : Martingale CLT

Notes 19 : Martingale CLT Notes 9 : Martigale CLT Math 733-734: Theory of Probability Lecturer: Sebastie Roch Refereces: [Bil95, Chapter 35], [Roc, Chapter 3]. Sice we have ot ecoutered weak covergece i some time, we first recall

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 2 9/9/2013. Large Deviations for i.i.d. Random Variables

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 2 9/9/2013. Large Deviations for i.i.d. Random Variables MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 2 9/9/2013 Large Deviatios for i.i.d. Radom Variables Cotet. Cheroff boud usig expoetial momet geeratig fuctios. Properties of a momet

More information

Supplementary Material for Fast Stochastic AUC Maximization with O(1/n)-Convergence Rate

Supplementary Material for Fast Stochastic AUC Maximization with O(1/n)-Convergence Rate Supplemetary Material for Fast Stochastic AUC Maximizatio with O/-Covergece Rate Migrui Liu Xiaoxua Zhag Zaiyi Che Xiaoyu Wag 3 iabao Yag echical Lemmas ized versio of Hoeffdig s iequality, ote that We

More information

Central limit theorem and almost sure central limit theorem for the product of some partial sums

Central limit theorem and almost sure central limit theorem for the product of some partial sums Proc. Idia Acad. Sci. Math. Sci. Vol. 8, No. 2, May 2008, pp. 289 294. Prited i Idia Cetral it theorem ad almost sure cetral it theorem for the product of some partial sums YU MIAO College of Mathematics

More information

n=1 a n is the sequence (s n ) n 1 n=1 a n converges to s. We write a n = s, n=1 n=1 a n

n=1 a n is the sequence (s n ) n 1 n=1 a n converges to s. We write a n = s, n=1 n=1 a n Series. Defiitios ad first properties A series is a ifiite sum a + a + a +..., deoted i short by a. The sequece of partial sums of the series a is the sequece s ) defied by s = a k = a +... + a,. k= Defiitio

More information

A New Solution Method for the Finite-Horizon Discrete-Time EOQ Problem

A New Solution Method for the Finite-Horizon Discrete-Time EOQ Problem This is the Pre-Published Versio. A New Solutio Method for the Fiite-Horizo Discrete-Time EOQ Problem Chug-Lu Li Departmet of Logistics The Hog Kog Polytechic Uiversity Hug Hom, Kowloo, Hog Kog Phoe: +852-2766-7410

More information

SOME SEQUENCE SPACES DEFINED BY ORLICZ FUNCTIONS

SOME SEQUENCE SPACES DEFINED BY ORLICZ FUNCTIONS ARCHIVU ATHEATICU BRNO Tomus 40 2004, 33 40 SOE SEQUENCE SPACES DEFINED BY ORLICZ FUNCTIONS E. SAVAŞ AND R. SAVAŞ Abstract. I this paper we itroduce a ew cocept of λ-strog covergece with respect to a Orlicz

More information

Lecture 4. We also define the set of possible values for the random walk as the set of all x R d such that P(S n = x) > 0 for some n.

Lecture 4. We also define the set of possible values for the random walk as the set of all x R d such that P(S n = x) > 0 for some n. Radom Walks ad Browia Motio Tel Aviv Uiversity Sprig 20 Lecture date: Mar 2, 20 Lecture 4 Istructor: Ro Peled Scribe: Lira Rotem This lecture deals primarily with recurrece for geeral radom walks. We preset

More information

COMMON FIXED POINT THEOREMS VIA w-distance

COMMON FIXED POINT THEOREMS VIA w-distance Bulleti of Mathematical Aalysis ad Applicatios ISSN: 1821-1291, URL: http://www.bmathaa.org Volume 3 Issue 3, Pages 182-189 COMMON FIXED POINT THEOREMS VIA w-distance (COMMUNICATED BY DENNY H. LEUNG) SUSHANTA

More information

Assignment 5: Solutions

Assignment 5: Solutions McGill Uiversity Departmet of Mathematics ad Statistics MATH 54 Aalysis, Fall 05 Assigmet 5: Solutios. Let y be a ubouded sequece of positive umbers satisfyig y + > y for all N. Let x be aother sequece

More information