Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2019; 56(2): 457-473

Online first article November 21, 2018      Printed March 1, 2019

https://doi.org/10.4134/JKMS.j180217

Copyright © The Korean Mathematical Society.

Weak laws of large numbers for weighted coordinatewise pairwise NQD random vectors in Hilbert spaces

Dung Van Le, Son Cong Ta, Cuong Manh Tran

The University of Da Nang - University of Science and Education; VNU Hanoi University of Science; VNU Hanoi University of Science

Abstract

In this paper, we investigate weak laws of large numbers for weighted coordinatewise pairwise negative quadrant dependence random vectors in Hilbert spaces in the case that the decay order of tail probability is $r$ for some $0 < r < 2$. Moreover, we extend results concerning Pareto-Zipf distributions and St. Petersburg game.

Keywords: infinite moments, weak law of large numbers, coordinatewise pairwise NQD random vectors, Hilbert spaces, weighted sums

MSC numbers: Primary 60F15, 60G50

Supported by: This research has been supported by the Vietnam National University, Hanoi (grant no. QG.16.09).