Complete convergence for maximal sums of negatively associated random variables
From MaRDI portal
Summary: Necessary and sufficient conditions are given for the complete convergence of maximal sums of identically distributed negatively associated random variables. The conditions are expressed in terms of integrability of random variables. Proofs are based on new maximal inequalities for sums of bounded negatively associated random variables.
Recommendations
- On the complete convergence of sums of negatively associated random variables
- Complete convergence for negatively orthant dependent random variables
- Complete moment and integral convergence for sums of negatively associated random variables
- Complete convergence for randomly weighted sums of negatively associated random variables
- Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables
Cites work
- A Combinatorial Lemma and Its Application to Probability Theory
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A strong law of large numbers for arrays of rowwise negatively dependent random variables
- Complete Convergence and the Law of Large Numbers
- Convergence Rates in the Law of Large Numbers
- scientific article; zbMATH DE number 5119858 (Why is no real title available?)
- On a Theorem of Hsu and Robbins
- On complete convergence for arrays
- On Complete Convergence for Arrays of Row-Wise Negatively Associated Random Variables
- Probability Inequalities for Sums of Independent Random Variables
- Remark on my Paper "On a Theorem of Hsu and Robbins"
- Strengthening of Prokhorov’s Arcsine Inequality
Cited in
(12)- Complete convergence for negatively orthant dependent random variables
- Complete moment and integral convergence for sums of negatively associated random variables
- Convergence rates in the law of large numbers for arrays of Banach valued martingale differences
- The almost sure convergence for the identically distributed negatively associated random variables with infinite means
- Complete convergence for a class of associated random variables
- Convergence rates in the law of large numbers for arrays of martingale differences
- On the complete convergence of sums of negatively associated random variables
- Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences
- Complete convergence for the maximal partial sums without maximal inequalities
- Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables
- Maximal inequality and complete convergence of non-identically distributed negatively associated sequences
- Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesáro alpha-integrability assumption
This page was built for publication: Complete convergence for maximal sums of negatively associated random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q609721)
