On Convergence for Sums of Rowwise Negatively Associated Random Variables

Title & Authors
On Convergence for Sums of Rowwise Negatively Associated Random Variables
Baek, Jong-Il;

Abstract
Let $\small{\{(X_{ni}|1{\leq}i{\leq}n,\;n{\geq}1)\}}$ be an array of rowwise negatively associated random variables. In this paper we discuss $\small{n^{{\alpha}p-2}h(n)max_{1{\leq}k{\leq}n}|{\sum}_{i=1}^kX_{ni}|/n^{\alpha}{\rightarrow}0}$ completely as $\small{n{\rightarrow}{\infty}}$ under not necessarily identically distributed with suitable conditions for $\small{{\alpha}}$>1/2, 0 and a slowly varying function h(x)>0 as $\small{x{\rightarrow}{\infty}}$. In addition, we obtain the complete convergence of moving average process based on negative association random variables which extends the result of Zhang (1996).
Keywords
Negatively associated random variables;slowly varying function;complete convergence;almost sure convergence;
Language
English
Cited by
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