The strong law of large numbers for dependent random variables (Q2483900)

This paper establishes two results (sufficient conditions) on the strong law of large numbers under negative association (Theorem 2) and under \(\rho\)-mixing (Theorem 5), respectively. Some other results on sums of negatively associated random variables were obtained by \textit{P. Matuła} [Stat. Probab. Lett. 15, No.~3, 209--213 (1992; Zbl 0925.60024)]. The definition of negative association due to \textit{J. D. Esary, F. Proschan} and \textit{D. W. Walkup} [Ann. Math. Stat. 38, 1466--1474 (1967; Zbl 0183.21502)] and \textit{K. Joag-Dey} and \textit{F. Proschan} [Ann. Stat. 11, 286--295 (1983; Zbl 0508.62041)] and the definition of \(\rho\)-mixing based on the Kolmogorov-Rozanov mixing coefficient \(\rho(n)\) are given. Theorem 5 generalizes the results of \textit{Q.-M. Shao} [Ann. Probab. 23, No.~2, 948--965 (1995; Zbl 0831.60028)] and \textit{I. Fazekas} and \textit{O. Klesov} [Theory Probab. Appl. 45, No.~3, 436--449 (2000) and Teor. Veroyatn. Primen. 45, No.~3, 568--583(2000; Zbl 0991.60021)]. The results are obtained by using the maximal inequality of \textit{J. Hájek} and\textit{A. Rényi} [Acta Math. Acad. Sci. Hung. 6, 281--283 (1956; Zbl 0067.10701)].