Some Convergence Theorems for Independent Random Variables

Dominated Convergence for Fuzzy Random Variables

Convergence Theorems for Generalized Random Variables and Martingales

We examine generalizations of random variables and martingales. We prove a new convergence theorem for setvalued martingales. We also generalize a well known characterization of set-valued random variables to the fuzzy setting. Keywords— Banach space, fuzzy, martingale, random variable, set-valued. 1 Set-valued random variables and martingales The theory of conditional expectations and martinga...

On the Complete Convergence ofWeighted Sums for Dependent Random Variables

We study the limiting behavior of weighted sums for negatively associated (NA) random variables. We extend results in Wu (1999) and a theorem in Chow and Lai (1973) for NA random variables.

SOME PROBABILISTIC INEQUALITIES FOR FUZZY RANDOM VARIABLES

In this paper, the concepts of positive dependence and linearlypositive quadrant dependence are introduced for fuzzy random variables. Also,an inequality is obtained for partial sums of linearly positive quadrant depen-dent fuzzy random variables. Moreover, a weak law of large numbers is estab-lished for linearly positive quadrant dependent fuzzy random variables. Weextend some well known inequ...

Complete Convergence and Some Maximal Inequalities for Weighted Sums of Random Variables

Let  be a sequence of arbitrary random variables with  and , for every  and  be an array of real numbers. We will obtain two maximal inequalities for partial sums and weighted sums of random variables and also, we will prove complete convergence for weighted sums , under some conditions on  and sequence .