Conditional limit theorems for conditionally negatively associated random variables (Q604819)
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scientific article; zbMATH DE number 5815572
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| English | Conditional limit theorems for conditionally negatively associated random variables |
scientific article; zbMATH DE number 5815572 |
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Conditional limit theorems for conditionally negatively associated random variables (English)
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12 November 2010
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\textit{B. L. S. Prakasa Rao} [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)] introduced the concepts of conditional covariance and conditionally associated random variables generalizing the notion of associated random variables and discussed some of the properties of such sequences. Here the authors introduce the corresponding concept of conditionally negatively associated random variables generalizing the notion of negatively associated random variables and derive some stochastic inequalities and limit theorems for such sequences.
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conditional negative association
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conditional Rosenthal type inequality
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conditional stationarity
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conditional mean convergence theorem
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conditionally complete convergence
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conditional central limit theorem
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conditional residual Cesàro alpha-integrability
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conditional strong residual Cesàro alpha-integrability
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0.9036293625831604
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0.8596528768539429
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0.8595181703567505
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0.838549017906189
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