Strong limit theorems for weighted sums of negatively associated random variables
Strong limit theorems for weighted sums of negatively associated random variables
复制标题
负相关随机变量加权和的强极限定理
DOI：
10.1007/s10959-007-0128-4
复制
发表时间：
2008-12-01
影响因子：
0.8
通讯作者：
Liang, Han-Ying
中科院分区：
文献类型：
--
作者：
Jing, Bing-Yi;Liang, Han-Ying
本文建立了同分布负相协随机变量加权和的强大数定律。将Marcinkiewicz-Zygmund强大数定律推广到负相协随机变量的加权和。此外，我们还研究了负相协随机变量的Cesaro和Riesz和的各种极限性质。身份证上的一些结果。环境，如Jajte(Ann.可能吧。31(1)，409-412,2003)，白和程(统计。可能吧。让我们来吧。46,105-112,2000)，Li et al.(J.Theor.可能吧。8，49-76,1995)和Gut(可能。理论上来说。字段97、169-178、1993)也被改进并扩展到负关联环境。
In this paper, we establish strong laws for weighted sums of identically distributed negatively associated random variables. Marcinkiewicz-Zygmund's strong law of large numbers is extended to weighted sums of negatively associated random variables. Furthermore, we investigate various limit properties of Cesaro's and Riesz's sums of negatively associated random variables. Some of the results in the i.i.d. setting, such as those in Jajte (Ann. Probab. 31(1), 409-412, 2003), Bai and Cheng (Stat. Probab. Lett. 46, 105-112, 2000), Li et al. (J. Theor. Probab. 8, 49-76, 1995) and Gut (Probab. Theory Relat. Fields 97, 169-178, 1993) are also improved and extended to the negatively associated setting.