Asymptotics for Weighted Random Sums
نویسندگان
چکیده
منابع مشابه
Asymptotics for Weighted Random Sums
Let {Xi} be a sequence of independent, identically distributed random variables with an intermediate regularly varying right tail F̄ . Let (N,C1, C2, . . .) be a nonnegative random vector independent of the {Xi} with N ∈ N ∪ {∞}. We study the weighted random sum SN = ∑Ni=1 CiXi , and its maximum, MN = sup1≤k<N+1 ∑ki=1 CiXi . This type of sum appears in the analysis of stochastic recursions, incl...
متن کاملStrong Laws for Weighted Sums of Negative Dependent Random Variables
In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.
متن کاملstrong laws for weighted sums of negative dependent random variables
in this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. the results on i.i.d case of soo hak sung [9] are generalized and extended.
متن کاملAsymptotics for dependent sums of random vectors
We consider sequences of length m of n-tuples each with k non-zero entries chosen randomly from an Abelian group or finite field. For what values of m does there exist a subsequence which is zero-sum or linearly dependent respectively? We report some results relating to these problems.
متن کاملStrong Convergence of Weighted Sums for Negatively Orthant Dependent Random Variables
We discuss in this paper the strong convergence for weighted sums of negatively orthant dependent (NOD) random variables by generalized Gaussian techniques. As a corollary, a Cesaro law of large numbers of i.i.d. random variables is extended in NOD setting by generalized Gaussian techniques.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2012
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1354716592