JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2017, Vol. 52 ›› Issue (1): 102-110.doi: 10.6040/j.issn.1671-9352.0.2016.126

Previous Articles    

Precise asymptotics in the complete moment convergence for NA random variables

DENG Xiao-qin, WU Qun-ying*   

  1. College of Science, Guilin University of Technology, Guilin 541004, Guangxi, China
  • Received:2016-03-24 Online:2017-01-20 Published:2017-01-16

Abstract: Let {Xn; n≥1} be a strictly stationary sequence of negatively associated random variables with mean zero and finite variance. We obtain general functions for the precise asymptotics of the logarithm law in the complete moment convergence, which about partial sums and the maximum of partial sums under suitable conditions for NA random sequences, and expand the application range.

Key words: complete moment convergence, NA sequence, precise asymptotics, the logarithm law

CLC Number: 

  • O211.4
[1] HSU P L, ROBBINS H. Complete convergence and the law of large numbers[J]. Proceedings of the National Academy of Sciences of the United States of America, 1947, 33(2):25-31.
[2] JIANG Ye, ZHANG Lixin, PANG Tianxiao. Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables[J]. Journal of Mathematical Analysis and Applications, 2007, 327(1):695-714.
[3] XIAO Xiaoyong, YIN Hongwei. Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables[J]. Statistics & Probability Letters, 2012, 82(8):1590-1596.
[4] JOAG-DEV K, PROSCHAN F. Negative association of random variables with applications[J]. Ann Statist, 1983, 11:286-295.
[5] 吴群英. 混合序列的概率极限理论[M].北京:科学出版社,2006. WU Qunying. Probability limit theorems of maxing sequences[M]. Beijing: China Science Press, 2006.
[6] CAO Yusong. Precise asymptotic in the complete moment convergence of NA sequence[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(2):188-200.
[7] ZHAO Yuexu. Asymptotic properties of the moment convergence for NA sequences[J]. Acta Mathematica Scientia, 2014, 34(2):301-312.
[8] FU Keang, YANG Xiaorong. Moment convergence rates in the law of the logarithm for dependent sequences[J]. Proceedings-Mathematical Sciences, 2009, 119(3):387-400.
[9] SU Chun, ZHAO Lincheng, WANG Yuebao. Moment inequalities and weak convergence for negatively associated sequences[J]. Science in China Series A: Mathematics, 1997, 40(2):172-182.
[10] BILLINGSLEY P. Convergence of probability measures[M]. New York: John Wiley & Sons, 2013.
[11] SHAO Qiman. A comparison theorem on moment inequalities between negatively associated and independent random variables[J]. Journal of Theoretical Probability, 2000, 13(2):343-356.
[1] ZHANG Ya-yun, WU Qun-ying. Precise asymptotics in the law of iterated logarithm for the moment convergence of ρ-mixing sequences [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2017, 52(4): 13-20.
[2] ZHANG Yu, XIAO Ben-qiong, XU Ke, SHEN Ai-ting. Complete moment convergence for arrays of rowwise NSD random variables [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2016, 51(6): 30-36.
[3] XU Feng, WU Qun-ying. Almost sure central limit theorem for self-normalized products of some partial sums of NA random variables [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2016, 51(2): 50-57.
[4] ZHANG Li-jun, GUO Ming-le. On complete moment convergence of weighted sums for arrays of rowwise asymptotically almost negatively associated random variables [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2016, 51(2): 42-49.
[5] QIAN Shuo-ge, YANG Wen-zhi. Complete moment convergence of moving average process for END random variables [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2015, 50(06): 13-18.
[6] TAN Chuang, GUO Ming-le, ZHU Dong-jin. Complete moment convergence of weighted sums of arrays of rowwise ND random variables [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2015, 50(06): 27-32.
[7] ZHENG Lu-lu, GE Mei-mei, LIU Yan-fang, WANG Xue-jun. Complete moment convergence for sequences of φ mixing random variables [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2015, 50(04): 14-19.
[8] XU Ri-li, GUO Ming-le*. Complete moment convergence of weighted sums of  arrays of rowwise ND random variables [J]. J4, 2013, 48(6): 9-13.
[9] YU Shi-hang . The strong law of large numbers for the sum of partial sums of identically distributed NA sequences [J]. J4, 2008, 43(4): 62-66 .
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!