The rates in complete moment convergence for negatively associated sequences

被引：0
|
作者：
Zhao, Yuexu [1 ]
Qiu, Zheyong [1 ]
Zhang, Chunguo [1 ]
Zhao, Yehua [1 ]
机构：
[1] Hangzhou Dianzi Univ, Dept Math, Hangzhou 310018, Peoples R China
来源：
COMPUTATIONAL & APPLIED MATHEMATICS | 2010年 / 29卷 / 01期
关键词：
the rates; complete moment convergence; negatively associated sequences; RANDOM-VARIABLES; PRECISE ASYMPTOTICS; WEAK-CONVERGENCE; WEIGHTED SUMS; LOGARITHM; LAW;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Let X(1), X(2),... be a strictly stationary and negatively associated sequence of random variables with mean zero and positive, finite variance, set S(n) = X(1) + ... + X(n), M(n) = max(1 <= k <= n) vertical bar S(k)vertical bar. Under appropriate moment conditions, we obtain precise rates in law of the logarithm for the moment convergence of S(n) and M(n).
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页码：31 / 45
页数：15
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