On the Almost Sure Convergence Rates for Pairwise Negative Quadrant Dependent Random Variables

被引:0
作者
Xing, G. -D. [1 ]
机构
[1] Hunan Univ Sci & Engn, Dept Math, Yongzhou, Hunan, Peoples R China
来源
THAI JOURNAL OF MATHEMATICS | 2010年 / 8卷 / 01期
基金
中国国家自然科学基金;
关键词
Pairwise negative quadrant dependence; Moment inequality; Exponential inequality; Almost sure convergence rate;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
For sequences of pairwise negative quadrant dependent random variables, we obtain the almost sure convergence rate n(-1/2) (log n)(3/2) (log log n)(1/xi) with any 0 < xi < 2 of Sigma(n)(i=1) (X-i - EXi)/n -> 0 a.s. by a maximal moment inequality, which improves the relevant results in Wu (2002) and Wang et al. (2008). In addition, the faster convergence rate n(-1/2) (log n)(1/2) is also obtained by the exponential inequality established in this paper, which reaches the available one for independent random variables in terms of Berstein type inequality. Further, we give the corresponding precise asymptotic with respect to the rate n(-1/2)(log n)(1/2).
引用
收藏
页码:171 / 184
页数:14
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