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

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On the almost sure convergence for dependent random vectors in Hilbert spaces
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    On the almost sure convergence for dependent random vectors in Hilbert spaces (English)
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    21 July 2014
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    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)].
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    almost sure convergence
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    negatively associated random vector
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    Hilbert space
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