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Comptes Rendus. Mathématique
Probabilités, Statistiques
On weak law of large numbers for sums of negatively superadditive dependent random variables
[Sur la loi faible des grands nombres pour des sommes pondérées de variables aléatoires négativement superadditivement-dépendantes]
Comptes Rendus. Mathématique, Tome 358 (2020) no. 1, pp. 13-21.

Dans cet article, nous étendons la loi faible des grands nombres de Kolmogorov–Feller à des sommes pondérées maximales de variables aléatoires négativement superadditivement-dépendantes (NSD). En outre, nous construisons une étude de simulation du comportement asymptotique au sens de la convergence en probabilité pour les sommes pondérées de variables aléatoires NSD.

In this paper, we extend Kolmogorov–Feller weak law of large numbers for maximal weighted sums of negatively superadditive dependent (NSD) random variables. In addition, we make a simulation study for the asymptotic behavior in the sense of convergence in probability for weighted sums of NSD random variables.

Reçu le : 2019-03-19
Révisé le : 2019-10-22
Accepté le : 2020-01-09
Publié le : 2020-03-18
DOI : https://doi.org/10.5802/crmath.7
Classification : 60F05,  60F15,  65C10
@article{CRMATH_2020__358_1_13_0,
     author = {Habib Naderi and Przemys\l aw Matu\l a and Mahdi Salehi and Mohammad Amini},
     title = {On weak law of large numbers for sums of negatively superadditive dependent random variables},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {13--21},
     publisher = {Acad\'emie des sciences, Paris},
     volume = {358},
     number = {1},
     year = {2020},
     doi = {10.5802/crmath.7},
     language = {en},
     url = {comptes-rendus.academie-sciences.fr/mathematique/item/CRMATH_2020__358_1_13_0/}
}
Habib Naderi; Przemysław Matuła; Mahdi Salehi; Mohammad Amini. On weak law of large numbers for sums of negatively superadditive dependent random variables. Comptes Rendus. Mathématique, Tome 358 (2020) no. 1, pp. 13-21. doi : 10.5802/crmath.7. https://comptes-rendus.academie-sciences.fr/mathematique/item/CRMATH_2020__358_1_13_0/

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