Complete Convergence for Maximal Sums of Negatively Associated Random Variables
Necessary and sufficient conditions are given for the complete convergence of maximal sums of identically distributed negatively associated random variables. The conditions are expressed in terms of integrability of random variables. Proofs are based on new maximal inequalities for sums of bounded n...
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| Format: | Article |
| Language: | English |
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Wiley
2010-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2010/764043 |
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| _version_ | 1850172850220040192 |
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| author | Victor M. Kruglov |
| author_facet | Victor M. Kruglov |
| author_sort | Victor M. Kruglov |
| collection | DOAJ |
| description | Necessary and sufficient conditions are given for the complete convergence of maximal sums of identically distributed negatively associated random variables. The conditions are expressed in terms of integrability of random variables. Proofs are based on new maximal inequalities for sums of bounded negatively associated random variables. |
| format | Article |
| id | doaj-art-d53af09eef1b445888b1a90122c0a2fd |
| institution | OA Journals |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2010-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-d53af09eef1b445888b1a90122c0a2fd2025-08-20T02:19:58ZengWileyJournal of Probability and Statistics1687-952X1687-95382010-01-01201010.1155/2010/764043764043Complete Convergence for Maximal Sums of Negatively Associated Random VariablesVictor M. Kruglov0Department of Statistics, Faculty of Computational Mathematics and Cybernetics, Moscow State University, Vorobyovy Gory, GSP-1, 119992, Moscow, RussiaNecessary and sufficient conditions are given for the complete convergence of maximal sums of identically distributed negatively associated random variables. The conditions are expressed in terms of integrability of random variables. Proofs are based on new maximal inequalities for sums of bounded negatively associated random variables.http://dx.doi.org/10.1155/2010/764043 |
| spellingShingle | Victor M. Kruglov Complete Convergence for Maximal Sums of Negatively Associated Random Variables Journal of Probability and Statistics |
| title | Complete Convergence for Maximal Sums of Negatively Associated Random Variables |
| title_full | Complete Convergence for Maximal Sums of Negatively Associated Random Variables |
| title_fullStr | Complete Convergence for Maximal Sums of Negatively Associated Random Variables |
| title_full_unstemmed | Complete Convergence for Maximal Sums of Negatively Associated Random Variables |
| title_short | Complete Convergence for Maximal Sums of Negatively Associated Random Variables |
| title_sort | complete convergence for maximal sums of negatively associated random variables |
| url | http://dx.doi.org/10.1155/2010/764043 |
| work_keys_str_mv | AT victormkruglov completeconvergenceformaximalsumsofnegativelyassociatedrandomvariables |