An inequality of widely dependent random variables and its applications*

被引：30

作者：

Chen, Wei ^{[1
]}

Wang, Yuebao ^{[2
]}

Cheng, Dongya ^{[2
]}

机构：

[1] Yili Normal Univ, Coll Math & Stat, Yining 835000, Peoples R China

[2] Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China

来源：

LITHUANIAN MATHEMATICAL JOURNAL | 2016年 / 56卷 / 01期

基金：

中国国家自然科学基金;

关键词：

inequality; widely dependent; dominating coefficients; the strong law of large numbers; complete convergence; renewal theorem; COMPLETE MOMENT CONVERGENCE; PRECISE LARGE DEVIATIONS; WEIGHTED SUMS; LARGE NUMBERS; STRONG LAW; PROBABILITY; THEOREMS;

D O I：

10.1007/s10986-016-9301-8

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we prove a more accurate inequality of widely dependent random variables. Based on this inequality, we obtain some limit theorems for widely dependent random variables, which expand ranges of dominating coefficients, thereby expanding scopes of applications of the obtained limit theorems. These limit theorems include the strong law of large numbers, the complete convergence, the a.s. elementary renewal theorem, and the weighted elementary renewal theorem.

引用

页码：16 / 31

页数：16

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