The strong law of large numbers for dependent random variables

DOI10.1016/J.SPL.2005.04.005MaRDI QIDQ2483900zbMATH OpenOpenAlexFDO

Authors Anna Kuczmaszewska

Publication date 1 August 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.005

zbMATH Keywords

\(\rho\)-mixing sequenceHáyek-Rényi-type maximal inequalitynegatively associated random variables

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

Review text

This paper establishes two results (sufficient conditions) on the strong law of large numbers under negative association (Theorem 2) and under \(\rho\)-mixing (Theorem 5), respectively. Some other results on sums of negatively associated random variables were obtained by \textit{P. Matuła} [Stat. Probab. Lett. 15, No.~3, 209--213 (1992; Zbl 0925.60024)]. The definition of negative association due to \textit{J. D. Esary, F. Proschan} and \textit{D. W. Walkup} [Ann. Math. Stat. 38, 1466--1474 (1967; Zbl 0183.21502)] and \textit{K. Joag-Dey} and \textit{F. Proschan} [Ann. Stat. 11, 286--295 (1983; Zbl 0508.62041)] and the definition of \(\rho\)-mixing based on the Kolmogorov-Rozanov mixing coefficient \(\rho(n)\) are given. Theorem 5 generalizes the results of \textit{Q.-M. Shao} [Ann. Probab. 23, No.~2, 948--965 (1995; Zbl 0831.60028)] and \textit{I. Fazekas} and \textit{O. Klesov} [Theory Probab. Appl. 45, No.~3, 436--449 (2000) and Teor. Veroyatn. Primen. 45, No.~3, 568--583(2000; Zbl 0991.60021)]. The results are obtained by using the maximal inequality of \textit{J. Hájek} and\textit{A. Rényi} [Acta Math. Acad. Sci. Hung. 6, 281--283 (1956; Zbl 0067.10701)].

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Cites work

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