Complete convergence of randomly weighted END sequences and its application

Complete convergence of randomly weighted END sequences and its application

We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent structure are obtained. As an application, we st...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of inequalities and applications 2017, Vol.2017 (1), p.182-16, Article 182
Hauptverfasser: Li, Penghua, Li, Xiaoqin, Wu, Kehan
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Applications of Mathematics
complete convergence
Convergence
Dependent variables
END sequences
Mathematics
Mathematics and Statistics
Random variables
randomly weighted
State observers
strong law of large numbers
Time invariant systems
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent structure are obtained. As an application, we study the convergence of the state observers of linear-time-invariant systems. Our results extend the corresponding earlier ones.
ISSN:1025-5834
1029-242X
1029-242X
DOI:10.1186/s13660-017-1457-1