Complete convergence of randomly weighted END sequences and its application

Journal of inequalities and applications

Penghua Li¹ 

关键词: complete convergence;    randomly weighted;    END sequences;    strong law of large numbers;    60E15;    60F15;   

DOI  :  10.1186/s13660-017-1457-1

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

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.

【 授权许可】

CC BY