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

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 5682478
Language Label Description Also known as
default for all languages
No label defined
    English
    Complete moment and integral convergence for sums of negatively associated random variables
    scientific article; zbMATH DE number 5682478

      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

      Identifiers