Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables (Q519944)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
scientific article

    Statements

    Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables (English)
    0 references
    0 references
    0 references
    31 March 2017
    0 references
    Let \(\{X_{n},n\geq 1\}\) be a sequence of identically distributed negatively orthant dependent random variables. Let \(\{a_{ni},1\leq i\leq n,n\geq 1\}\) be an array of constants such that \(\sum_{i=1}^{n}\left| a_{ni}\right| ^{\alpha}=O(n),\) for some \(0<\alpha <2.\) Let us put \( b_{n}=n^{1/\alpha}(\log n)^{1/\gamma},\) for some \(\gamma >\alpha .\) The main result of this paper presents necessary and sufficient conditions under which, for every \(\varepsilon >0,\) \(\sum_{n=1}^{\infty}n^{-1}P(\max_{1\leq m\leq n}\) \(\left| \sum_{i=1}^{m}a_{ni}X_{i}\right| >\varepsilon b_{n})<\infty .\) As a consequence of this result, a strong law of large numbers for weighted sums of negatively orthant dependent random variables is presented, too.
    0 references
    0 references
    complete convergence
    0 references
    weighted sum
    0 references
    strong law of large numbers
    0 references
    negatively orthant dependent random variable
    0 references
    Rosenthal inequality
    0 references
    0 references
    0 references