A note on the almost sure convergence of sums of negatively dependent random variables (Q1200729)

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scientific article; zbMATH DE number 95744
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    A note on the almost sure convergence of sums of negatively dependent random variables
    scientific article; zbMATH DE number 95744

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      A note on the almost sure convergence of sums of negatively dependent random variables (English)
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      16 January 1993
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      The results of this paper include the following: a) A necessary and sufficient condition for the validity of the strong law of large numbers when \(X\) is an identically distributed sequence of pairwise negative quadrant dependent r.v.'s (a result for r.v.'s with multidimensional indices is also given). b) If \(X\) is a sequence of negatively associated r.v.'s with finite second moments, the convergence of the series of the variances implies the almost sure convergence of \(\sum_{n=1}^\infty (X_n - EX_n)\). A strong law of large numbers and the sufficiency part of the classical three series theorem are thus extended to this setting.
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      strong law of large numbers
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      negative quadrant dependent random variables
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      negatively associated random variables
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