Zobrazeno 1 - 10
of 1 816
pro vyhledávání: '"Dependent random variables"'
Autor:
João Lita da Silva
Publikováno v:
Examples and Counterexamples, Vol 5, Iss , Pp 100146- (2024)
In this short note, it is propounded an extension for quadrant dependence, and shown that some of the original proprieties of this popular concept remain valid, while others are necessarily generalized. A second Borel–Cantelli lemma due to Petrov (
Externí odkaz:
https://doaj.org/article/c8864d62f6c1420eaa85992f9b82e4de
Autor:
Mingzhou Xu
Publikováno v:
AIMS Mathematics, Vol 9, Iss 2, Pp 3369-3385 (2024)
The moving average processes $ X_k = \sum_{i = -\infty}^{\infty}a_{i+k}Y_{i} $ are studied, where $ \{Y_i, -\infty < i < \infty\} $ is a double infinite sequence of negatively dependent random variables under sub-linear expectations, and $ \{a_i, -\i
Externí odkaz:
https://doaj.org/article/eb4ea0d4e7544d02a94e101e2b84b437
Autor:
Peter J. Veazie
Publikováno v:
Ratio Mathematica, Vol 51, Iss 0 (2024)
It is common in applied research to analyze data from data generating processes with dependencies among random variables across observations. Such dependencies impact power calculations and standard errors. However, it is also common to mistake the s
Externí odkaz:
https://doaj.org/article/b178c72e29eb46b1bcce180a57995130
Publikováno v:
Journal of Inequalities and Applications, Vol 2023, Iss 1, Pp 1-20 (2023)
Abstract In this paper, we study the complete convergence and complete moment convergence of linear processes generated by negatively dependent random variables under sub-linear expectations. The obtained results complement the ones of Meng, Wang, an
Externí odkaz:
https://doaj.org/article/bf1eae2fc0494bcebe02a4c887f4914c
Autor:
Mingzhou Xu
Publikováno v:
AIMS Mathematics, Vol 8, Iss 7, Pp 17067-17080 (2023)
Suppose that $ \{a_i, -\infty < i < \infty\} $ is an absolutely summable set of real numbers, $ \{Y_i, -\infty < i < \infty\} $ is a subset of identically distributed, negatively dependent random variables under sub-linear expectations. Here, we get
Externí odkaz:
https://doaj.org/article/978f19eb978149b08490d807ebb7a7f6
Autor:
Mingzhou Xu, Xuhang Kong
Publikováno v:
AIMS Mathematics, Vol 8, Iss 4, Pp 8504-8521 (2023)
In this article, we study the complete convergence and the complete moment convergence for negatively dependent (ND) random variables under sub-linear expectations. Under proper conditions of the moment of random variables, we establish the complete
Externí odkaz:
https://doaj.org/article/a7dd416259b940ae8a7fe24974469570
Publikováno v:
AIMS Mathematics, Vol 8, Iss 1, Pp 622-632 (2023)
The authors study the convergence rate of complete moment convergence for weighted sums of weakly dependent random variables without assumptions of identical distribution. Under the moment condition of $ E{{{\left| X \right|}^{\alpha }}}/{{{\left(\lo
Externí odkaz:
https://doaj.org/article/fd24f768d45e4507b22484615e3d5e7f
Publikováno v:
AIMS Mathematics, Vol 7, Iss 11, Pp 19998-20019 (2022)
In this article, we study complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations. The results obtained in sub-linear expectation spaces extend the corresponding ones in probability
Externí odkaz:
https://doaj.org/article/5cab8d8cfc374839bf7b845d19693d48