Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842)
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scientific article; zbMATH DE number 7706928
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English | Strong convergence for weighted sums of widely orthant dependent random variables and applications |
scientific article; zbMATH DE number 7706928 |
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Strong convergence for weighted sums of widely orthant dependent random variables and applications (English)
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4 July 2023
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The paper develops two general results (Theorem 2.1 and Theorem 2.2) for the complete convergence of weighted sums of widely orthant dependent random variables under a common condition on the strength of the dependence. The sequence of random variables \((X_i)\) is said to be widely orthant dependent if there is a function \(g\) with \[ \mathbb{P}(X_1\leq x_1,\ldots,X_n\leq x_n) \leq g(n) \prod_{i=1}^n \mathbb{P}(X_i\leq x_i) \] and \[ \mathbb{P}(X_1>x_1,\ldots,X_n>x_n) \leq g(n) \prod_{i=1}^n \mathbb{P}(X_i>x_i) \] for all \(n\) and \(x_1,\ldots,x_n\). The two limiting theorems are stated under the assumption that \(g(n)\) grows at no more than a polynomial rate. Applications are given to linear regression, nonparametric regression, and renewal theory. A numerical simulation illustrates some of the findings from these three examples.
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widely orthant dependent random variables
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complete convergence
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strong law of large numbers
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simple linear errors-in-variables model
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nonparametric regression model
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quasi-renewal counting process
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