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Applied Mathematics-A Journal of Chinese Universities  2018, Vol. 33 Issue (1): 35-47    DOI: 10.1007/s11766-018-3423-1
    
On the strong convergence properties for weighted sums of negatively orthant dependent random variables
DENG Xin, TANG Xu-fei, WANG Shi-jie, WANG Xue-jun
School of Mathematical Sciences, Anhui University, Hefei 230601, China
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Abstract  In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent (NOD) random variables are investigated. Let $\{X_n, n\geq1\}$ be a sequence of NOD random variables. The results obtained in the paper generalize the corresponding ones for i.i.d. random variables and identically distributed NA random variables to the case of NOD random variables, which are stochastically dominated by a random variable $X$. As a byproduct, the Marcinkiewicz-Zygmund type strong law of large numbers for NOD random variables is also obtained.

Key wordsstrong convergence      negatively orthant dependent random variables      stochastic domination     
Received: 02 December 2015      Published: 28 March 2018
CLC:  60F15  
Corresponding Authors: WANG Xue-jun     E-mail: wxjahdx@126.com
Cite this article:

DENG Xin, TANG Xu-fei, WANG Shi-jie, WANG Xue-jun. On the strong convergence properties for weighted sums of negatively orthant dependent random variables. Applied Mathematics-A Journal of Chinese Universities, 2018, 33(1): 35-47.

URL:

http://www.zjujournals.com/amjcub/10.1007/s11766-018-3423-1     OR     http://www.zjujournals.com/amjcub/Y2018/V33/I1/35


On the strong convergence properties for weighted sums of negatively orthant dependent random variables

In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent (NOD) random variables are investigated. Let $\{X_n, n\geq1\}$ be a sequence of NOD random variables. The results obtained in the paper generalize the corresponding ones for i.i.d. random variables and identically distributed NA random variables to the case of NOD random variables, which are stochastically dominated by a random variable $X$. As a byproduct, the Marcinkiewicz-Zygmund type strong law of large numbers for NOD random variables is also obtained.

关键词: strong convergence,  negatively orthant dependent random variables,  stochastic domination 
[1] HUANG Jian-wen , WANG Jian-jun. Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization[J]. Applied Mathematics-A Journal of Chinese Universities, 2018, 33(2): 177-.