Two limit theorems for NA random variables (Q1370169): Difference between revisions
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Property / author: Yong Song Qin / rank | |||
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Property / reviewed by: Q757975 / rank | |||
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Property / author: Yong Song Qin / rank | |||
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Property / reviewed by: André Robert Dabrowski / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Negative association of random variables, with applications / rank | |||
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Property / cites work: A note on the almost sure convergence of sums of negatively dependent random variables / rank | |||
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Property / cites work: Q4868030 / rank | |||
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Property / cites work: A theorem of Hsu-Robbins type for negatively associated sequence / rank | |||
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Revision as of 19:32, 27 May 2024
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English | Two limit theorems for NA random variables |
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Two limit theorems for NA random variables (English)
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25 May 1998
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This paper reviews the definition of negatively associated random variables and proves a maximal inequality for the partial sums \((S_n)\) of a negatively associated, not necessarily stationary, sequence. Consequences of this result include \[ S_n= o(n^{1/2}\ln^\alpha n)\text{ a.s.}\quad\text{and}\quad \sum^\infty_{n=1} n^{n-2} P\Biggl(\max_{1\leq k\leq n} |S_n|\geq n\varepsilon\Biggr)<\infty \] under suitable conditions. The conditions require that the individual variables be stochastically bounded by a single variable \(X\) with finite \(p\)th moment.
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negative association
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maximal inequality
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