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