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Limit Theorems for Weighted Sums of Asymptotically Negatively Associated Random Variables Under Some General Conditions.

Authors :
Huang, Haiwu
Zeng, Hongguo
Fan, Yanqin
Source :
Mathematica Slovaca. Aug2023, Vol. 73 Issue 4, p1023-1038. 16p.
Publication Year :
2023

Abstract

In this work, suppose that {Xn; n ≥ 1}is a sequence of asymptotically negatively associated random variables and {ani; 1 ≤ i ≤ n, n ≥ 1} is an array of real numbers such that ∑ i = 1 n | a n i | q = O (n) for some q > max { α p − 1 α − 1 / 2 , 2 } with αp > 1 and α > 1 2 . Let l (x) > 0 be a slowly varying function at infinity. We establish some equivalent conditions of the complete convergence for weighted sums of this form ∑ n = 1 ∞ n α p − 2 l (n) P ( max 1 ≤ j ≤ n | ∑ i = 1 j a n i X i | > ε n α) < ∞ for all ε > 0. As applications, some strong laws of large numbers for weighted sums of asymptotically negatively associated random variables are also obtained. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01399918
Volume :
73
Issue :
4
Database :
Academic Search Index
Journal :
Mathematica Slovaca
Publication Type :
Academic Journal
Accession number :
169788253
Full Text :
https://doi.org/10.1515/ms-2023-0076