Some mean convergence and complete convergence theorems for sequences of m-linearly negative quadrant dependent random variables.

DOI10.1007/S10492-013-0030-6MaRDI QIDQ2444510zbMATH OpenOpenAlexFDO

Authors Andrew Rosalsky, Yongfeng Wu, Andrei Volodin

Publication date 9 April 2014

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10492-013-0030-6

zbMATH Keywords

\(L_p\)-convergence\(m\)-linearly negative quadrant dependencecomplete convergence

Mathematics Subject Classification ID

Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Review text

In the paper, a new type of dependence in a sequence of random variables \(\{X_n:n\geq 1\}\), called \(m\)-linear negative quadrant dependence, is introduced. For such variables, the convergence of \(n^{-1/p}\sum _{k=1}^n (X_k-\operatorname{E} X_k)\) to zero is proved in \(L_p\) and in the sense of complete convergence if \(1 \leq p < 2.\) A Kolmogorov-type exponential inequality is also established as a by product.

Recommendations

• Strong convergence for m-pairwise negatively quadrant dependent random variables
• Exponential inequalities and complete convergence for a LNQD sequence
• On convergence for sequences of pairwise negatively quadrant dependent random variables.
• Some limit theorems of the partial sums for sequence of m-LNQD random variables
• Complete convergence for negatively dependent random variables

Cites work

• A Berry-Esseen theorem for weakly negatively dependent random variables and its applications
• Complete Convergence and the Law of Large Numbers
• Exponential inequalities and complete convergence for a LNQD sequence
• EXPONENTIAL PROBABILITY INEQUALITY FOR LINEARLY NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES
• scientific article; zbMATH DE number 5548288 (Why is no real title available?)
• scientific article; zbMATH DE number 4188867 (Why is no real title available?)
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Cited in

(7)

• Complete convergence theorems for extended negatively dependent random variables
• A correction to ``Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables.
• Exponential inequalities and complete convergence for a LNQD sequence
• Conditional limit theorems for conditionally linearly negative quadrant dependent random variables
• Some limit theorems of the partial sums for sequence of m-LNQD random variables
• Complete convergence for weighted sums of LNQD random variables
• Some results on m-linearly extended negative quadrant dependent random variables

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