L₁-convergence for weighted sums of some dependent random variables

DOI10.1080/07362994.2010.513671zbMATH Open1213.60057OpenAlexW2052585239MaRDI QIDQ3068096FDOQ3068096

Authors: Manuel Ordóñez Cabrera, Andrei Volodin, Pingyan Chen 

Publication date: 13 January 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2010.513671

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• Strong convergence for weighted sums of negatively associated arrays
• ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES
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zbMATH Keywords

maximal correlation coefficient\(L_1\)-convergencemixing coefficient\(h\)-integrability\(\rho^*\)-mixing coefficientCesaro uniform integrabilitypairwise lower case negatively dependent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• A mean convergence theorem and weak law for arrays of random elements in martingale type \(p\) Banach spaces
• Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• Title not available (Why is that?)
• On Convergence in $r$-Mean of Normalized Partial Sums
• WEAK LAWS OF LARGE NUMBERS FOR ARRAYS UNDER A CONDITION OF UNIFORM INTEGRABILITY

Cited In (6)

• Moment Inequalities for $m$-NOD Random Variables and Their Applications
• CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES
• Some limit theorems for arrays of rowwise pairwise negatively quadratic dependent random variables
• The strong convergence properties of weighted sums for a class of dependent random variables
• An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
• Weak laws of large numbers for arrays of dependent random variables

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