SLLN for Weighted Independent Identically Distributed Random Variables

For any sequence {a _k } with sup for some q>1, we prove that converges to 0 a.s. for every {X _n } i.i.d. with E(|X ₁|)< and E(X ₁)=0; the result is no longer true for q=1, not even for the class of i.i.d. with X ₁ bounded. We also show that if {a _k } is a typical output of a strictly stationary sequence with finite absolute first moment, then for every i.i.d. sequence {X _n { with finite absolute pth moment for some p> 1, converges a.s.     

独立的无界随机变量和的概率不等式

研究了在概率空间(Ω,T,P)上,独立的无界随机变量和尾部概率不等式,提出了一种用切割原始概率空间(Ω,T,P)的新型方法去处理独立的无界随机变量和。给出了独立的无界随机变量和的指数型概率不等式。作为结果的应用,一些有趣的例子被给出。这些例子表明:文中提出的方法和结果对研究独立的无界随机变量和的大样本性质是十分有用的。     

m-LNQD序列部分和的若干极限定理

作者提出了m-LNQD (m-linearly negative quadrant dependent)相依结构概念.首先给出了m-LNQD序列部分和的一个概率不等式,进而获得了m-LNQD序列的若干极限定理,推广了已有的结果.     

On Almost Sure Behavior of Sums of Independent Banach Space Valued Random Variables

Levy's strong law of large numbers is extended to the Banach space and Chover type laws of the iterated logarithm are proved for random variables which do not necessarilly belong to the domain of normal attraction of a stable law. Also characterizations of Banach spaces in which conditions on the summands imply the above strong laws are given.     

有趣的随机变量和的分布算法

根据实际问题.提出计算随机变量和的分布的两种方法,即多项式相乘法和概率母函数法.     

任意随机变量序列级数的强收敛性

利用鞅差序列级数的收敛定理和条件三级数定理研究了任意随机变量序列级数的强收敛性,推广了某些经典的鞅差序列和独立随机变量序列及两两NQD序列的强极限定理.     

算子值条件自由随机变量

本文把R．Speicher的条件自由的概念推广到算子值非交换概率空间中,并利用累积函数给出一个等价定义,进而很容易地得到满足条件自由的随机变量的Voiculescu加法卷积公式．     

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??In this paper, by applying the moment inequality for asymptotically almost negatively associated (AANA, in short) random sequence and truncated method, the equivalent conditions of complete moment convergence of the maximum partial for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of{15},{16} and {17}, respectively.     

随机变量序列函数的几乎处处中心极限定理

该文证明了随机元序列的一个一般的几乎处处中心极限定理, 并把这一结论应用于随机变量序列的函数.     

随机变量独立性与不相关的一点教学思考

通过几个教学案例,分析了随机变量的独立性的重要性及它与不相关的关系,阐述了在概率论与数理统计课程教学中如何培养学生的数学思维创新能力.     

Convergence for Sums of Asymptotically Almost Negatively Associated Random Variables

In this paper, by applying the moment inequality for asymptotically almost negatively associated (AANA, in short) random sequence and truncated method, the equivalent conditions of complete moment convergence of the maximum partial for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of{15},{16} and {17}, respectively.     

概率母函数在求非负整值随机变量分布的应用

主要讨论概率母函数法求解古典概率问题的应用,以及某些非负整值的随机变量的分布.     

相依序列加权和的收敛性

本文在相依序列下考虑加权和的ａ．ｓ．收敛性和完全收敛性．所得结论推广并改进了［１］、［２］中有关结论．     

On Stochastic Orders for Sums of Independent Random Variables

In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a common shape parameter greater than 1 is larger in (a) likelihood ratio order and (b) dispersive order when the scale parameters are more dispersed in the sense of majorization.     

Complex Stable Sums of Complex Stable Random Variables

A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The exact conditions under which a sum of independent complex stable random variables is again complex stable are also found.     

Large Deviations for Sums of Independent Heavy-Tailed Random Variables

We obtain precise large deviations for heavy-tailed random sums , of independent random variables. are nonnegative integer-valued random variables independent of r.v. (X _i )i N with distribution functions F _i. We assume that the average of right tails of distribution functions F _i is equivalent to some distribution function with regularly varying tail. An example with the Pareto law as the limit function is given.     

On Some Approximations for Sums of Independent Random Variables

Lithuanian Mathematical Journal - In this paper, we generalize a result on approximation of sums by sums with a fixed number of summands in [V. Bentkus, A new method for approximation in...     

关于可交换随机变量序列的重对数律

本文讨论了可交换随机变量序列{Xn:n≥1}的重对数律。     

二维连续型随机变量函数分布的一个定理

给出求二维连续型随机变量函数分布的一个定理,并籍以导出二维随机变量和差积商的概率密度函数公式.     

随机变量数学期望的一个注记

介绍一种计算随机变量数学期望的方法,利用这种方法容易得到数学期望的相关性质,很多概率与矩的不等式证明也因之变得更为简洁.