On the complete convergence for sequences of random vectors in Hilbert spaces (Q343249): Difference between revisions

This work is a continuation of the author et al.'s paper [Acta Math. Hung. 144, No. 1, 132--149 (2014; Zbl 1349.60046)]. In many stochastic models, the assumption that random variables are independent, is not plausible. So, it is of interest to extend the concept of independence to dependent cases. The concept of negative association for random variables was introduced by \textit{K. Alam} and \textit{K.M. Lal Saxena} [Commun. Stat., Theory Methods A10, 1183--1196 (1981; Zbl 0471.62045)], and carefully studied by \textit{K. Joag-Dev} and \textit{F. Proschan} [Ann. Stat. 11, 286--295 (1983; Zbl 0508.62041)]. Let \(\{X_n,n\geq 1\}\) be a sequence of coordinatewise negatively associated random vectors taking values in a real separable Hilbert space with the \(k\)-th partial sum \(S_k\), \(k\geq 1\). In the chapter ``Main results'', conditions are given for the convergence of \(\sum_{n=1}^{\infty}\mathbb{P}(\max_{1\leq k\leq n} \| S_k\| >\varepsilon n^{\alpha})\) (Theorem 3.1) and \(\sum_{n=1}^{\infty} \frac{\log (n)}{n}\mathbb{P}(\max_{1\leq k\leq n} \| S_k \| >\varepsilon n^{\alpha})\) (Theorem 3.3) for all \(\varepsilon >0 \).