Rate of convergence in the SLLN for associated sequences and fields

被引：7

作者：

Vronskii, MA ^{[1
]}

机构：

[1] Moscow State Univ, Fac Mech & Math, Moscow 119899, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1999年 / 43卷 / 03期

关键词：

random fields; association; inequalities of the Rosenthal type; rate of convergence in SLLN;

D O I：

10.1137/S0040585X97976994

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Inequalities of the Rosenthal type for the moments of sums of associated random variables are specified on the lattice Z(d). By means of the inequalities an estimate of the rate of convergence is obtained in the strong law of large numbers (SLLN) for associated stochastic processes and random fields.

引用

页码：449 / 462

页数：14

共 16 条

[1] 8Doukhan P., 2012, Mixing: Properties and Examples, V85
[2] Bakhtin Y.Y., 1997, FUNDAM PRIKL MAT, V3, P1101
[3] CONVERGENCE RATES IN LAW OF LARGE NUMBERS
BAUM, LE
KATZ, M
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1965, 120 (01) : 108 - &
[4] MOMENT BOUNDS FOR ASSOCIATED SEQUENCES
BIRKEL, T
[J]. ANNALS OF PROBABILITY, 1988, 16 (03) : 1184 - 1193
[5] Bulinskii A. V., 1989, Limit Theorems under Weak Dependence Conditions
[6] Bulinskii A. V., 1996, J MATH SCI, V81, P2905, DOI 10.1007/BF02362501
[7] Bulinskii A. V., 1995, FUNDAM PRIKL MAT, V1, P623
[8] INEQUALITIES FOR THE MOMENTS OF SUMS OF ASSOCIATED MULTIINDEXED VARIABLES
BULINSKII, AV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1993, 38 (02) : 342 - 349
[9] CENTRAL LIMIT-THEOREMS FOR ASSOCIATED RANDOM-VARIABLES AND THE PERCOLATION MODEL
COX, JT
GRIMMETT, G
[J]. ANNALS OF PROBABILITY, 1984, 12 (02) : 514 - 528
[10] DOUKHAN P, 1997, WEAK DEPENDENCE MOME

← 1 2 →