Complete Convergence for M-Pairwise Negatively Dependent Random Variables

Authors

  • Thi Van Anh Vo Ho Chi Minh City University of Technology and Education, Vietnam

Corressponding author's email:

anhvtv@hcmute.edu.vn

DOI:

https://doi.org/10.54644/jte.72A.2022.1135

Keywords:

complete convergence, m - pairwise negatively dependent random variables, pairwise independent and identically distributed random variables, negative association, pairwise negative dependence

Abstract

Hsu and Robbins (1947) introduce the concept complete convergence as follows. A sequence  of random variables is said to converge completely to a constant  if  for all  The converse is true if the  are independent. They also show that the sequence of arithmetic means of independent and identically distributed random variables converges completely to the expected value if the variance of the summands is finite. Erdös  proved the converse. The result of Hsu-Robbins-Erdös is a fundamental theorem in probability theory and has been generalized and extended in several directions by many authors. In this paper, let  be a sequence of positive constants with  and  be a sequence of m-pairwise negatively dependent random variables. We study the complete convergence for m-pairwise negatively dependent random variables under mild condition . Our results obtained in the paper generalize the corresponding ones for pairwise independent and identically distributed random variables and also pairwise negatively dependent random variables.

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Author Biography

Thi Van Anh Vo, Ho Chi Minh City University of Technology and Education, Vietnam

Vo Thi Van Anh received B.S, and M.S degrees in Algebra and Number Theory, from HCMC University of Education, Vietnam, in 2009, and 2011 respectively.

Since 2011, she has been a lecturer at Faculty of Applied Sciences, Ho Chi Minh University of Technology and Education.

Her research interests include algebra and number theory, probability theory, law of large numbers, central limit theorem and applications.

References

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Published

28-10-2022

How to Cite

[1]
T. V. A. Vo, “Complete Convergence for M-Pairwise Negatively Dependent Random Variables”, JTE, vol. 17, no. 5, pp. 28–33, Oct. 2022.

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Research Article

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