On almost sure limit theorems for positively dependent random variables (Q2387331)
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English | On almost sure limit theorems for positively dependent random variables |
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On almost sure limit theorems for positively dependent random variables (English)
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2 September 2005
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Two random variables \(X\) and \(Y\) are said to be positively quadrant dependent (PQD) if\break \(P(X \leq x, Y \leq y) \geq P(X\leq x) P(Y \leq y)\) for all \(x,y \in R.\) The author proves an almost sure limit theorem for pairwise quadrant dependent random variables. As corollaries to this result, a Glivenko-Cantelli type lemma for pairwise PQD random variables and an almost sure central limit theorem for independent and identically distributed random variables are derived.
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Positively quadrant dependent random variables
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Association
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Glivenko-Cantelli lemma
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Almost sure central limit theorem
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