The rates in complete moment convergence for negatively associated sequences

被引：0

作者：

Zhao, Yuexu ^{[1
]}

Qiu, Zheyong ^{[1
]}

Zhang, Chunguo ^{[1
]}

Zhao, Yehua ^{[1
]}

机构：

[1] Hangzhou Dianzi Univ, Dept Math, Hangzhou 310018, Peoples R China

来源：

COMPUTATIONAL & APPLIED MATHEMATICS | 2010年 / 29卷 / 01期

关键词：

the rates; complete moment convergence; negatively associated sequences; RANDOM-VARIABLES; PRECISE ASYMPTOTICS; WEAK-CONVERGENCE; WEIGHTED SUMS; LOGARITHM; LAW;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let X(1), X(2),... be a strictly stationary and negatively associated sequence of random variables with mean zero and positive, finite variance, set S(n) = X(1) + ... + X(n), M(n) = max(1 <= k <= n) vertical bar S(k)vertical bar. Under appropriate moment conditions, we obtain precise rates in law of the logarithm for the moment convergence of S(n) and M(n).

引用

页码：31 / 45

页数：15

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