Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesáro alpha-integrability assumption

DOI10.1016/J.JSPI.2010.02.011zbMATH Open1197.60034OpenAlexW2084353349MaRDI QIDQ974480FDOQ974480

De-Mei Yuan, Xiu-Shan Wu

Publication date: 3 June 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.02.011

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• SOME LIMITING BEHAVIOR FOR ASYMPTOTICALLY NEGATIVE ASSOCIATED RANDOM VARIABLES
• Limiting behavior of weighted sums of negatively associated random variables
• Complete convergence for maximal sums of negatively associated random variables
• Asymptotics for the partial sum and its maximum of dependent random variables
• Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables
• Maxima of sums and random sums for negatively associated random variables with heavy tails
• Limit theorems for weighted sums of asymptotically negatively associated random variables under some general conditions

zbMATH Keywords

complete convergenceRosenthal type inequalityasymptotically negative association\(L_{p}\)-convergenceresidual Cesáro alpha-integrabilitystrongly residual Cesáro alpha-integrability

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Cites Work

• Some concepts of negative dependence
• Moment inequalities and weak convergence for negatively associated sequences
• Negative association of random variables, with applications
• Complete Convergence and the Law of Large Numbers
• Inequalities of maximum of partial sums and weak convergence for a class of weak dependent random variables
• Title not available (Why is that?)
• Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
• A functional central limit theorem for asymptotically negatively dependent random fields
• Title not available (Why is that?)
• Central limit theorems for asymptotically negatively associated random fields
• A Berry-Esseen theorem and a law of the iterated logarithm for asymptotically negatively associated sequences
• Cesàro \({\alpha}\)-integrability and laws of large numbers. I
• Laws of Large Numbers for Pairwise Independent Uniformly Integrable Random Variables
• Title not available (Why is that?)
• Cesàro \(\alpha\)-integrability and laws of large numbers. II
• Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions
• Law of iterated logarithm for NA sequences with non-identical distributions

Cited In (28)

• On the strong convergence for weighted sums of asymptotically almost negatively associated random variables
• \(L_p\)-convergence, complete convergence, and weak laws of large numbers for asymptotically negatively associated random vectors with values in \(\mathbb{R}^d\)
• Limiting behavior of the partial sum for negatively superadditive dependent random vectors in Hilbert space
• Laws of large numbers for Cesàro alpha-integrable random variables under dependence condition AANA or AQSI
• Non-relativistic twistor theory and Newton-Cartan geometry
• Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables
• Some limiting behavior of the maximum of the partial sum for asymptotically negatively associated random vectors in Hilbert space
• Limit theorems for weighted sums of asymptotically negatively associated random variables under some general conditions
• Conditional versions of limit theorems for conditionally associated random variables
• On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces
• Limiting behavior of the maximum of the partial sum for linearly negative quadrant dependent random variables under residual Cesàro alpha-integrability assumption
• Summary of session A4: complex and conformal methods in classical and quantum gravity
• Conditional limit theorems for conditionally linearly negative quadrant dependent random variables
• Complete moment convergence for weighted sums of m-asymptotic negatively associated random variables
• Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
• Complete convergence for coordinatewise asymptotically negatively associated random vectors in Hilbert spaces
• Some strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
• Integrable dispersionless PDEs in 4D, their symmetry pseudogroups and deformations
• The central limit theorem for ANA sequences and its application to nonparametric regression models
• Some strong convergence properties for arrays of rowwise ANA random variables
• Twistor geometry of a pair of second order ODEs
• SOME LIMITING BEHAVIOR FOR ASYMPTOTICALLY NEGATIVE ASSOCIATED RANDOM VARIABLES
• Complete convergence and complete moment convergence for arrays of rowwise ANA random variables
• Some strong laws of large numbers, L₂-convergence and complete convergence for m-AANA random vectors in Hilbert space
• Convergence of asymptotically negatively associated random variables with random coefficients
• The Hájek-Rènyi inequality and strong law of large numbers for ANA random variables
• On convergence rate for weighted sums of arrays of rowwise ANA random variables
• Complete convergence and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables

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