A Note on Weighted Sums of Associated Random Variables

被引:0
作者
T. Çağin
P. E. Oliveira
机构
[1] University of Coimbra,CMUC, Department of Mathematics
来源
Acta Mathematica Hungarica | 2014年 / 143卷
关键词
weighted sum; associated random variable; almost sure convergence; Marcinkiewicz–Zygmund strong law of large numbers; 60F15;
D O I
暂无
中图分类号
学科分类号
摘要
We prove the convergence of weighted sums of associated random variables normalized by n1/p,p∈\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${n^{1/p}, p \in}$$\end{document} (1, 2), assuming the existence of moments somewhat larger than p, depending on the behaviour of the weights, improving on previous results by getting closer to the moment assumption used for the case of constant weights. Besides moment conditions, we assume a convenient behaviour either on truncated covariances or on joint tail probabilities. Our results extend analogous characterizations known for sums of independent or negatively dependent random variables.
引用
收藏
页码:96 / 106
页数:10
相关论文
共 34 条
[1]  
Baek J.(2005)On the almost sure convergence of weighted sums of negatively associated random variables Commun. Korean Math. Soc 20 539-546
[2]  
Park S.(2000)Marcinkiewicz strong laws for linear statistics Statist. Probab. Lett. 46 105-112
[3]  
Chung S.(1965)Convergence rates in the law of large numbers Trans. Amer. Math. Soc. 120 108-123
[4]  
Seo H.(2008)Strong laws for weighted sums of NA random variables Metrika 68 323-331
[5]  
Bai Z.(1995)A note on strong convergence rates in nonparametric regression Statist. Probab. Lett 24 357-364
[6]  
Cheng P.(1966)Some convergence theorems for independent random variables Ann. Math. Statist 37 1482-1493
[7]  
Baum L.(1995)A strong law for weighted sums of i.i.d. random variables J. Theoret. Probab 8 625-641
[8]  
Katz M.(2005)Almost sure convergence for weighted sums of negatively orthant dependent random variables J. Korean Math. Soc 42 949-957
[9]  
Cai G.(2000)Convergence rates in the strong law for associated random variables Probab. Math. Statist 20 203-214
[10]  
Cheng P.(1981)An invariance principle for certain dependent sequences Ann. Probab 9 671-675