On convergence for sequences of pairwise negatively quadrant dependent random variables.
A sequence of random variables \((X_n)_{n \geq 1}\) is called completely convergent to a number \(a\) if for all \(\varepsilon>0\) \[ \sum_{n=1}^\infty \mathbb{P} \left(\left| X_n - a \right| > \varepsilon \right) < \infty. \] Moreover, two random variables are called negatively quadrant dependent (NQD) if \[ \mathbb{P} (X \leq x, \,Y \leq y) \leq \mathbb{P} (X \leq x) \mathbb{P}(Y \leq y) \] for all \(x,y\). In the present paper, the authors prove several results on complete convergence and complete moment convergence of sequences of pairwise NQD random variables, thereby improving upon previous results from the literature (such as, for example, [\textit{S.-X. Gan} and \textit{P.-Y. Chen}, Acta Math. Sci., Ser. B, Engl. Ed. 28, No. 2, 269--281 (2008; Zbl 1174.60330)]). As an example, we state Theorem 2.1 from the paper: Theorem 2.1 Let \((X_n)_{n \geq 1}\) be a sequence of pairwise NQD random variables, and \((c_n)_{n \geq 1}\) a sequence of positive constants. Suppose that for some \(\delta>0\) \[ \sum_{n=1}^\infty c_n \sum_{k=1}^n \mathbb{P} (|X_k| > \delta) < \infty \] and \[ \sum_{n=1}^\infty c_n \sum_{k=1}^n \mathbb{E} X_k^2 \mathbf{I}(|X_k|\leq \delta) < \infty. \] Then for all \(\varepsilon>0\) \[ \sum_{n=1}^\infty c_n \mathbb{P} \left( \left| \sum_{k=1}^n \left(X_k - \mathbb{E} X_k \mathbf{I} (|X_k|\leq \delta) \right) \right| > \varepsilon \right) < \infty. \]
- Complete moment convergence for weighted sums of pairwise negatively quadrant dependent random variables
- Complete convergence of the non-identically distributed pairwise NQD random sequences
- Complete convergence and the strong laws of large numbers for pairwise NQD random variables
- A note on the complete convergence for sequences of pairwise NQD random variables
- Sufficient and necessary conditions of complete convergence for weighted sums of PNQD random variables
- Convergence of weighted sums for sequences of pairwise NQD random variables
- On complete moment convergence for arrays of rowwise pairwise negatively quadrant dependent random variables
- Complete convergence for weighted sums of arrays with row-wise pairwise negatively quadrant dependent sequences
- Complete moment convergence of pairwise NQD random variables
- Complete convergences for arrays of row-wise PNQD random variables
- A note on the almost sure convergence of sums of negatively dependent random variables
- Complete Convergence and the Law of Large Numbers
- Complete convergence for weighted sums of NA sequences
- Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables
- scientific article; zbMATH DE number 4069930 (Why is no real title available?)
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- Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables
- Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability
- Negative association of random variables, with applications
- ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES UNDER CONDITION OF WEIGHTED INTEGRABILITY
- On the weak laws of large numbers for arrays of random variables
- Some Concepts of Dependence
- Some limit theorems for sequences of pairwise NQD random variables
- Some remarks for sequences of pairwise NQD random variables
- Strong convergence of pairwise NQD random sequences
- The strong law of large numbers for pairwise NQD random variables
- WEAK LAWS OF LARGE NUMBERS FOR ARRAYS UNDER A CONDITION OF UNIFORM INTEGRABILITY
- On the strong convergence and complete convergence for pairwise NQD random variables
- On complete moment convergence for arrays of rowwise pairwise negatively quadrant dependent random variables
- On the convergence for PNQD sequences with general moment conditions
- A correction to ``Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables.
- Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables.
- A Berry-Esseen theorem for weakly negatively dependent random variables and its applications
- On the complete convergence for pairwise negatively quadrant dependent random variables
- Convergence in distribution for uncertain random sequences with dependent random variables
- On the almost sure convergence rates for pairwise negative quadrant dependent random variables
- A note on the complete convergence for sequences of pairwise NQD random variables
- The moment of maximum normed sums of randomly weighted pairwise NQD sequences
- Precise asymptotics of complete moment convergence for pairwise NQD sequences
- The strong convergence properties of weighted sums for a class of dependent random variables
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