Asymptotics for Multivariate Linear Process with Negatively Associated Random Vectors
نویسندگان
چکیده
منابع مشابه
Asymptotics 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 کاملThe Almost Sure Convergence for Weighted Sums of Linear Negatively Dependent Random Variables
In this paper, we generalize a theorem of Shao [12] by assuming that is a sequence of linear negatively dependent random variables. Also, we extend some theorems of Chao [6] and Thrum [14]. It is shown by an elementary method that for linear negatively dependent identically random variables with finite -th absolute moment the weighted sums converge to zero as where and is an array of...
متن کاملRandom Vectors from the Multivariate
The multivariate normal distribution is often the assumed distribution underlying data samples and it is widely used in pattern recognition and classiication 2]]3]]6]]7]. It is undoubtedly of great beneet to be able to generate random values and vectors from the distribution of choice given its suucient statistics or chosen parameters. We present a detailed account of the theory and algorithms ...
متن کاملStrassen’s law of the iterated logarithm for negatively associated random vectors
The aim of this paper is to establish Strassen’s law of the iterated logarithm for negatively associated random vectors under the /nite second moment. c © 2001 Elsevier Science B.V. All rights reserved. MSC: Primary 60F15; 60F17
متن کاملAsymptotics of the norm of elliptical random vectors
In this paper we consider elliptical random vectors X in IR, d ≥ 2 with stochastic representation ARU , where R is a positive random radius independent of the random vector U which is uniformly distributed on the unit sphere ofIR and A ∈IRd×d is a given matrix. Denote by ‖·‖ the Euclidean norm inIR, and let F be the distribution function of R with upper endpoint xF . The main result of this pap...
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: Methods and Applications of Analysis
سال: 2007
ISSN: 1073-2772,1945-0001
DOI: 10.4310/maa.2007.v14.n1.a5