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;
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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.
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页码:96 / 106
页数:10
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