Two limit theorems for NA random variables
This paper reviews the definition of negatively associated random variables and proves a maximal inequality for the partial sums \((S_n)\) of a negatively associated, not necessarily stationary, sequence. Consequences of this result include \[ S_n= o(n^{1/2}\ln^\alpha n)\text{ a.s.}\quad\text{and}\quad \sum^\infty_{n=1} n^{n-2} P\Biggl(\max_{1\leq k\leq n} |S_n|\geq n\varepsilon\Biggr)<\infty \] under suitable conditions. The conditions require that the individual variables be stochastically bounded by a single variable \(X\) with finite \(p\)th moment.
- Moment inequalities and weak convergence for negatively associated sequences
- Convergence in the law of logarithm for NA sequences
- Complete convergence for weighted sums of negatively associated random variables
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A theorem of Hsu-Robbins type for negatively associated sequence
- scientific article; zbMATH DE number 4054237 (Why is no real title available?)
- scientific article; zbMATH DE number 1194432 (Why is no real title available?)
- A Hoffmann-Jørgensen inequality of NA random variables with applications to the convergence rate
- Large deviation principles for stationary NA sequences
- A generalization of Esseen's inequality for NA random variables
- Some limit theorems for discrete Fourier transform
- Strong law of large numbers for \(\rho^{*}\)-mixing sequences with different distributions
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