Complete moment and integral convergence for sums of negatively associated random variables (Q2269603)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Complete moment and integral convergence for sums of negatively associated random variables
scientific article

    Statements

    Complete moment and integral convergence for sums of negatively associated random variables (English)
    0 references
    0 references
    0 references
    0 references
    17 March 2010
    0 references
    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.
    0 references
    Baum-Katz's law
    0 references
    Lai's law
    0 references
    complete moment convergence
    0 references
    complete integral convergence
    0 references
    convergence rate of tail probabilities
    0 references
    negatively associated random variables
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers