Strong Convergence for Weighted Sums of Negatively Associated Arrays

Citation:

Hanying LIANG,Jingjing ZHANG.Strong Convergence for Weighted Sums of Negatively Associated Arrays[J].Chinese Annals of Mathematics B,2010,31(2):273~288
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Authors:

Hanying LIANG; Jingjing ZHANG;

Foundation:

the National Natural Science Foundation of China (No. 10871146), the Spanish Ministry of Science and Innovation (No. MTM2008-03129), and the Xunta de Galicia, Spain (No. PGIDIT07PXIB300191PR).
Abstract: Let $\{X_{ni}\}$ be an array of rowwise negatively associated random variables and $T_{nk} = \sum\limits_{i=1}^k i^\a X_{ni}$ for $\a\>-1,$ $S_{nk} = \sum\limits_{|i|\\e B_n\Big)<\oo \quad\mbox{and}\quad \sum\limits^\oo_{n=1}C_nP\Big(\max\limits_{0\\e D_n\Big)<\oo $$ for all $\e>0$, where $A_n,B_n,C_n$ and $D_n$ are some positive constants, $m_n\in \mN$ with $\frac{m_n}{n^\h}\to\oo$. The results of Lanzinger and Stadtm\"uller in 2003 are extended from the i.i.d. case to the case of the negatively associated, not necessarily identically distributed random variables. Also, the result of Pruss in 2003 on independent variables reduces to a special case of the present paper; furthermore, the necessity part of his result is complemented.

Keywords:

Tail probability, Negatively associated random variable, Weighted sum

Classification:

60F15
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