Complete Convergence for M-Pairwise Negatively Dependent Random Variables

Các tác giả

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

Email tác giả liên hệ:

anhvtv@hcmute.edu.vn

DOI:

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

Từ khóa:

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

Tóm tắt

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.

Tải xuống: 0

Dữ liệu tải xuống chưa có sẵn.

Tiểu sử Tác giả

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.

Tài liệu tham khảo

S. H. Sung, “On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions,” Statist. Probab. Lett., vol.83, no. 9, pp.1963–1968, 2013.

A. Shen, Y. Zhang, and A. Volodin, “On the strong convergence and complete convergence for pairwise NQD random variables,” Abstr. Appl. Anal., vol.2014, Art. ID 949608, 2014, https://doi.org/10.1155/2014/949608.

E. L. Lehmann, “Some concepts of dependence,” Ann. Math. Statist., vol. 37, pp.1137–1153, 1966.

K. J.-Dev and F. Proschan, “Negative association of random variables, with applications,” Ann. Statist., vol.11, no. 1, pp.286–295, 1983.

T. N. A. Vu, “A strong limit theorem for sequences of blockwise and pairwise negative quadrant M-dependent random variables,” Bull. Malays. Math. Sci. Soc., vol.36, no.1, pp.159–164, 2013.

X. J. Wang, S. H. Hu, and A. I. Volodin, “Moment inequalities for m-NOD random variables and their applications,” Theory Probab. Appl., vol.62, no. 3, pp.471–490, 2018.

Y. Wu and A. Rosalsky, “Strong convergence for m-pairwise negatively quadrant dependent random variables,” Glas. Mat. Ser. III, vol.50, no.1, pp. 245–259, 2015.

N. Ebrahimi and M. Ghosh, “Multivariate negative dependence,” Comm. Statist. A—Theory Methods, vol.10, no. 4, pp. 307–337, 1981.

Tải xuống

Đã Xuất bản

2022-10-28

Cách trích dẫn

[1]
T. V. A. Vo, “Complete Convergence for M-Pairwise Negatively Dependent Random Variables”, JTE, vol 17, số p.h 5, tr 28–33, tháng 10 2022.

Số

Chuyên mục

Bài báo khoa học

Categories

Các bài báo tương tự

Bạn cũng có thể bắt đầu một tìm kiếm tương tự nâng cao cho bài báo này.