共查询到20条相似文献,搜索用时 125 毫秒
1.
Xin-mei Shen Zheng-yan Lin Yi Zhang 《Methodology and Computing in Applied Probability》2009,11(4):669-685
This paper obtains the uniform estimate for maximum of sums of upper-tail independent and heavy-tailed random variables with
nonnegative dependent random weights. Then the applications to ruin probabilities in a discrete time risk model with dependent
gross losses and dependent stochastic returns are considered. 相似文献
2.
LiXin Zhang 《中国科学 数学(英文版)》2016,59(12):2503-2526
Kolmogorov’s exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov type exponential inequalities of the partial sums of independent random variables as well as negatively dependent random variables under the sub-linear expectations. As applications of the exponential inequalities, the laws of the iterated logarithm in the sense of non-additive capacities are proved for independent or negatively dependent identically distributed random variables with finite second order moments. For deriving a lower bound of an exponential inequality, a central limit theorem is also proved under the sub-linear expectation for random variables with only finite variances. 相似文献
3.
在本文中,首先我们得到了负相关(ND)随机变量序列的指数不等式和矩不等式,然后运用这些不等式讨论了ND序列的对数律.结果,我们将独立情形下的对数律推广到ND序列情形下依然成立. 相似文献
4.
ZHENG Lu-lu XU Chen HUANG Xu-feng WANG Xue-jun 《数学季刊》2014,(4):592-601
A general result on the strong convergence rate and complete convergence for arrays of rowwise extended negatively dependent random variables is established. As applications, some well-known results on negatively dependent random variables can be easily extended to the case of arrays of rowwise extended negatively dependent random variables. 相似文献
5.
Yingyin Lu 《Stochastics An International Journal of Probability and Stochastic Processes》2020,92(2):165-192
ABSTRACTIn this paper, for centred homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic dependent for strongly dependent homogeneous Gaussian random field with the choice of sparse grid, Pickands' grid or dense grid, while for the weakly dependent Gaussian random field maxima and minima are asymptotically independent. 相似文献
6.
Ji Gao Yan 《数学学报(英文版)》2018,34(10):1501-1516
In this paper,the complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables are investigated.Some sufficient conditions for the convergence are provided.In addition,the Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of extended negatively dependent random variables is obtained.The results obtained in the article extend the corresponding ones for independent random variables and some dependent random variables. 相似文献
7.
We investigate the precise large deviations of random sums of negatively dependent random variables with consistently varying tails. We find out the asymptotic behavior of precise large deviations of random sums is insensitive to the negative dependence. We also consider the generalized dependent compound renewal risk model with consistent variation, which including premium process and claim process, and obtain the asymptotic behavior of the tail probabilities of the claim surplus process. 相似文献
8.
《数学季刊》2016,(1):1-8
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 ran-dom 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. 相似文献
9.
《随机分析与应用》2013,31(5):983-994
Abstract A random map is a discrete‐time dynamical system in which one of a number of transformations is randomly selected and applied in each iteration of the process. In this paper, we study random maps with position dependent probabilities on the interval. Sufficient conditions for the existence of absolutely continuous invariant measures for weakly convex and concave random maps with position dependent probabilities is the main result of this note. 相似文献
10.
Kari Kuulasmaa 《Stochastic Processes and their Applications》1984,17(1):147-158
Directed graphs with random black and white colourings of edges such that the colours of edges from different vertices are mutually independent are called locally dependent random graphs. Two random graphs are equivalent if they cannot be distinguished from percolation processes on them if only the vertices are seen. A necessary and sufficient condition is given for when a locally dependent random graph is equivalent to a product random graph; that is one in which the edges can be grouped in such a way that within each group the colours of the edges are equivalent and between groups they are independent. As an application the random graph corresponding to a spatial general epidemic model is considered. 相似文献
11.
12.
A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data. 相似文献
13.
Soo Hak Sung 《Journal of Mathematical Analysis and Applications》2011,381(2):538-545
A number of exponential inequalities for identically distributed negatively dependent and negatively associated random variables have been established by many authors. The proofs use the truncation technique together with the control of the bounded terms and unbounded terms. In this paper, we improve essentially the control of bounds for the unbounded terms and obtain exponential inequalities for negatively dependent random variables which include negatively associated random variables. Our results improve on the corresponding ones in the literature. 相似文献
14.
Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
Fengyang CHENG 《Frontiers of Mathematics in China》2014,9(5):1019-1031
We establish some strong limit theorems for a sequence of pair-wise extended lower/upper negatively dependent random variables and give some new examples of dependent random variables. 相似文献
15.
Strong laws of large numbers play key role in nonadditive probability theory. Recently, there are many research papers about strong laws of large numbers for independently and identically distributed (or negatively dependent) random variables in the framework of nonadditive probabilities (or nonlinear expectations). This paper introduces a concept of weakly negatively dependent random variables and investigates the properties of such kind of random variables under a
framework of nonadditive probabilities and sublinear expectations. A strong law of large numbers is also proved for weakly negatively dependent random variables under a kind of sublinear expectation as an application 相似文献
16.
In this paper, the complete convergence and the complete moment convergence for extended negatively dependent (END, in short) random variables without identical distribution are investigated. Under some suitable conditions, the equivalence between the moment of random variables and the complete convergence is established. In addition, the equivalence between the moment of random variables and the complete moment convergence is also proved. As applications, the Marcinkiewicz-Zygmund-type strong law of large numbers and the Baum-Katz-type result for END random variables are established. The results obtained in this paper extend the corresponding ones for independent random variables and some dependent random variables. 相似文献
17.
兰冲锋 《数学年刊A辑(中文版)》2015,36(4):401-410
在非同分布的情况下,给出了行为ND随机变量阵列加权和的完全收敛性的充分条件,所得结果部分地推广了独立随机变量和NA随机变量的相应结果.作为其应用,获得了ND随机变量序列加权和的Marcinkiewicz-Zygmund型强大数定律. 相似文献
18.
In this paper, we first establish a useful result on strong convergence for weighted sums of widely orthant dependent (WOD, in short) random variables. Based on the strong convergence that we established and the Bernstein type inequality, we investigate the strong consistency of M estimators of the regression parameters in linear models based on WOD random errors under some more mild moment conditions. The results obtained in the paper improve and extend the corresponding ones for negatively orthant dependent random variables and negatively superadditive dependent random variables. Finally, the simulation study is provided to illustrate the feasibility of the theoretical result that we established. 相似文献
19.
For a dependent risk model with constant interest rate, in which the claim sizes form a sequence of upper tail asymptotically independent and identically distributed random variables, and their inter-arrival times are another sequence of widely lower orthant dependent and identically distributed random variables, we will give an asymptotically equivalent formula for the finite-time ruin probability. The obtained asymptotics holds uniformly in an arbitrarily finite-time interval. 相似文献
20.
This paper surveys Abelian and Tauberian theorems for long-range dependent random fields. We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and spectral densities at zero. The use of the theorems and their limitations are demonstrated through applications to some new and less-known examples of covariance functions of long-range dependent random fields. 相似文献