Complete moment and integral convergence for sums of negatively associated random variables (Q2269603)
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English | Complete moment and integral convergence for sums of negatively associated random variables |
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Complete moment and integral convergence for sums of negatively associated random variables (English)
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17 March 2010
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Let \(\{X_n;n\geq1\}\) be a sequence of identically distributed negatively associated random variables with partial sums \(S_{n}=X_1+\dots+X_n\). For \(r>1\) and \(q>1\), let \(f(x), x>0\), denote either \(\sum_{n\geq1}n^{r-2}P(\max_{1\leq k\leq n}|S_{k}|>xn^{1/p})\), where \(0<p<2\), or \(\sum_{n\geq3}n^{r-2}P(\max_{1\leq k\leq n}|S_{k}|>x\sqrt{n\log n})\). The authors provide necessary and sufficient moment conditions for \(\int_\varepsilon^\infty f(x^{q})dx<\infty, \varepsilon>0\). Their results parallel previous work of \textit{D. Li} and \textit{A. Spătaru} [J. Theor. Probab. 18, No. 4, 933--947 (2005; Zbl 1085.60013)] devoted to i.i.d. summands.
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Baum-Katz's law
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Lai's law
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complete moment convergence
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complete integral convergence
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convergence rate of tail probabilities
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negatively associated random variables
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