The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables

DOI10.1239/jap/1294170508zbMath1213.60058OpenAlexW2008809748MaRDI QIDQ3067835

Yiqing Chen, Anyue Chen, Kai Wang Ng

Publication date: 13 January 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1294170508

zbMATH Keywords

asymptoticstruncationstrong law of large numbersrenewal counting processlower/upper extended negative dependenceBorel-Cantelli Lemma

Mathematics Subject Classification ID

Strong limit theorems (60F15) Renewal theory (60K05)

Related Items (87)

Complete moment convergence for product sums of sequence of extended negatively dependent random variables ⋮ Strong law of large numbers for weighted sums of random variables and its applications in EV regression models ⋮ Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models ⋮ Strong convergence for weighted sums of END random variables under the sub-linear expectations ⋮ An inequality of widely dependent random variables and its applications ⋮ Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables ⋮ Exponential probability inequality for \(m\)-END random variables and its applications ⋮ Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations ⋮ Almost sure convergence for weighted sums of extended negatively dependent random variables ⋮ The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors ⋮ On the exponential inequality for acceptable random variables ⋮ The Kaplan–Meier estimator and hazard estimator for censored END survival time observations ⋮ Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times ⋮ Elementary renewal theorems for widely dependent random variables with applications to precise large deviations ⋮ On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications ⋮ Precise large deviations for compound random sums in the presence of dependence structures ⋮ Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations ⋮ Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations ⋮ Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables ⋮ Complete moment convergence for randomly weighted sums of END sequences and its applications ⋮ Complete convergence of randomly weighted END sequences and its application ⋮ Complete moment convergence of moving-average processes under END assumptions ⋮ Strong law of large numbers and complete convergence for non-identically distributed WOD random variables ⋮ Asymptotically Pointwise Optimal Change Detection in Multiple Channels ⋮ Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims ⋮ Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application ⋮ Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications ⋮ Complete moment convergence for ND random variables under the sub-linear expectations ⋮ On closure properties of heavy-tailed distributions for random sums ⋮ Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims ⋮ L^r convergence for weighted sums of extended negatively dependent random variables ⋮ Extended precise large deviations of random sums in the presence of END structure and consistent variation ⋮ The large deviation results for the nonlinear regression model with dependent errors ⋮ A general result on complete f -moment convergence with its application to nonparametric regression models ⋮ Equivalent conditions of complete convergence and complete moment convergence for END random variables ⋮ Strong convergence for weighted sums of widely orthant dependent random variables and applications ⋮ Complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent random variables ⋮ Unnamed Item ⋮ Complete moment convergence and mean convergence for arrays of rowwise extended negatively dependent random variables ⋮ On Rio's proof of limit theorems for dependent random fields ⋮ Convergence in \(p\)-mean for arrays of row-wise extended negatively dependent random variables ⋮ Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times ⋮ COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES ⋮ Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands ⋮ ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL ⋮ Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications ⋮ Tail probability of a random sum with a heavy-tailed random number and dependent summands ⋮ A complete convergence theorem for weighted sums under the sub-linear expectations ⋮ Precise large deviations for widely orthant dependent random variables with different distributions ⋮ On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables ⋮ Limiting behavior for arrays of row-wise upper extended negatively dependent random variables ⋮ Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model ⋮ Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model ⋮ Precise large deviations for widely orthant dependent random variables with dominatedly varying tails ⋮ Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables ⋮ Uniform estimates for the finite-time ruin probability in the dependent renewal risk model ⋮ A Spitzer-type law of large numbers for widely orthant dependent random variables ⋮ The consistency for the estimators of semiparametric regression model with dependent samples ⋮ Basic renewal theorems for random walks with widely dependent increments ⋮ Negative association and negative dependence for random upper semicontinuous functions, with applications ⋮ On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models ⋮ Asymptotics for randomly weighted and stopped dependent sums ⋮ On the law of the logarithm for weighted sums of extended negatively dependent random variables ⋮ A note on the tail behavior of randomly weighted and stopped dependent sums ⋮ Bounds for the Clayton copula ⋮ A note on the asymptotics for the randomly stopped weighted sums ⋮ On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables ⋮ On the consistency of the P-C estimator in a nonparametric regression model ⋮ Probability inequalities for sums of WUOD random variables and their applications ⋮ On the complete convergence for weighted sums of extended negatively dependent random variables ⋮ On consistency of wavelet estimator in nonparametric regression models ⋮ Complete \(f\)-moment convergence for extended negatively dependent random variables ⋮ Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations ⋮ Complete moment convergence of extended negatively dependent random variables ⋮ Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models ⋮ Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations ⋮ LIMITING BEHAVIOUR FOR ARRAYS OF UPPER EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES ⋮ A note on the complete consistency for the weighted linear estimator of nonparametric regression models ⋮ Complete convergence and complete moment convergence for extended negatively dependent random variables ⋮ The exponential moment tail of inhomogeneous renewal process ⋮ The consistency of the nearest neighbor estimator of the density function based on WOD samples ⋮ Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors ⋮ Limiting behaviour for arrays of row-wise END random variables under conditions of h-integrability ⋮ Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications ⋮ Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments ⋮ Exponential probability inequalities for WNOD random variables and their applications ⋮ Equivalent conditions of complete moment convergence for extended negatively dependent random variables

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Precise large deviations of random sums in presence of negative dependence and consistent variation
• Asymptotics of randomly stopped sums in the presence of heavy tails
• An introduction to copulas.
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Tails of random sums of a heavy-tailed number of light-tailed terms
• Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
• Precise large deviations for dependent random variables with heavy tails
• A property of the renewal counting process with application to the finite-time ruin probability
• Some concepts of negative dependence
• A note on the almost sure convergence of sums of negatively dependent random variables
• The impact on ruin probabilities of the association structure among financial risks
• A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES
• Applied Probability and Queues
• Summability methods and negatively associated random variables
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails
• The strong law of large numbers for pairwise negatively dependent random variables
• A note on the Borel-Cantelli lemma
• Asymptotic results for FGM random sequences

This page was built for publication: The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables