On complete convergence in Marcinkiewicz-Zygmund type SLLN for negatively associated random variables (Q532097)

The aim of the paper is to give a generalization of the Baum-Katz theorem for a sequence of negatively associated random variables. A finite family of random variables \(\{ {X_i},1 \leqslant i \leqslant n\}\) is said to be negatively associated if, for every pair of disjoint nonempty subsets \(A\) and \(B\) of \(\{1, 2,\dots, n\}\) and for any real coordinatewise nondecreasing functions \({f_1}\) and \({f_2}\), \(\text{Cov}({f_1}({X_i},i \in A),{f_2}({X_i},i \in B)) \leqslant 0\) whenever \({f_1}\) and \({f_2}\) are such that the covariance exists. An infinite family of random variables is negatively associated if every finite subfamily is negatively associated. Put \({S_n} = \sum_{i = 1}^n {{X_i}}\). The main result of the paper is given in Theorem 2.1. Let \(\{ {X_n},n \geqslant 1\}\) be a sequence of negatively associated random variables and \(X\) be a random variable satisfying the condition \(\frac{1}{n}\sum_{k = 1}^n {\text{P}\{ \left| {{X_k}} \right| } > x\} = c\text{P}\{ \left| X \right| > x\}\) for all \(x > 0\), all \(n \geqslant 1\) and some positive constant \(c\). Let \(\alpha p > 1\) and \(\alpha > \frac{1}{2}\). Moreover, additionally assume that, for \(p \geqslant 1\), \(\operatorname{E}{X_n} = 0\) for all \(n \geqslant 1\). Then the following statements are equivalent: (i) \(\operatorname{E}{\left| X \right| ^p} < \infty \); (ii) \(\sum\limits_{n =1}^\infty {{n^{\alpha p - 2}}\text{P}\{ {{\max }_{1 \leqslant j\leqslant n}}\left| {{S_j}} \right| > \varepsilon {n^\alpha }\} < \infty } \) for all \(\varepsilon > 0\).