On the almost sure convergence for dependent random vectors in Hilbert spaces (Q2250828)

From MaRDI portal





scientific article; zbMATH DE number 6319201
Language Label Description Also known as
default for all languages
No label defined
    English
    On the almost sure convergence for dependent random vectors in Hilbert spaces
    scientific article; zbMATH DE number 6319201

      Statements

      On the almost sure convergence for dependent random vectors in Hilbert spaces (English)
      0 references
      21 July 2014
      0 references
      In this work two theorems on almost sure convergence of negatively associated random vectors in Hilbert spaces are developed. Extensions of a result by \textit{M.-H. Ko} et al. [J. Theor. Probab. 22, No. 2, 506--513 (2009; Zbl 1166.60021)] are given and illustrative examples are provided. The paper contains three parts: 1. Introduction. 2. Almost sure convergence: non-identically distributed cases, 3. The identically distributed case. The non-identically/identically distributed case means the case of sequences of non-identically/ identically distributed random vectors. The concept of negatively associated random variables was introduced by \textit{K. Joag-Dev} and \textit{F. Proschan} [Ann. Stat. 11, 286--295 (1983; Zbl 0508.62041)] and can be extended to random vectors. The strong convergence problem for sequences of negatively associated and/or positively associated random variables was investigated in other papers, e.g., by {B.-Y. Jing} and \textit{H.-Y. Liang} [J. Theor. Probab. 21, No. 4, 890--909 (2008; Zbl 1162.60008)], \textit{G. Xing} and \textit{S. Yang} [J. Theor. Probab. 23, No. 1, 169--192 (2010; Zbl 1192.60063)], and \textit{J.-F. Wang} and \textit{L.-X. Zhang} [Metrika 64, No. 3, 361--378 (2006; Zbl 1106.60036)].
      0 references
      0 references
      almost sure convergence
      0 references
      negatively associated random vector
      0 references
      Hilbert space
      0 references
      0 references

      Identifiers