MAXIMAL INEQUALITIES WITH AN APPLICATION TO THE WEAK CONVERGENCE FOR 2-PARAMETER ARRAYS OF POSITIVELY DEPENDENT RANDOM VARIABLES

  • Published : 1998.05.01

Abstract

We derive maximal inequalities of linearly positive quadrant dependent (LPQD) random variables for d = 1,2. With an application we also obtain the weak convergence for 2-parameter arrays of LPQD random variables.

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