An exponential inequality for associated variables

Detalhes bibliográficos
Autor(a) principal: Oliveira, Paulo Eduardo
Data de Publicação: 2005
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/4625
https://doi.org/10.1214/07-EJS066
Resumo: We prove an exponential inequality for positively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. The proof uses a truncation technique together with a block decomposition of the sums to allow an approximation to independence. We show that for geometrically decreasing covariances our conditions are fulfilled, identifying a convergence rate for the strong law of large numbers.
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spelling An exponential inequality for associated variablesAssociationExponential inequalityWe prove an exponential inequality for positively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. The proof uses a truncation technique together with a block decomposition of the sums to allow an approximation to independence. We show that for geometrically decreasing covariances our conditions are fulfilled, identifying a convergence rate for the strong law of large numbers.http://www.sciencedirect.com/science/article/B6V1D-4FGXPHS-2/1/4bb07b9cbcfcc09f853b4c1761598dbe2005info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleaplication/PDFhttp://hdl.handle.net/10316/4625http://hdl.handle.net/10316/4625https://doi.org/10.1214/07-EJS066engStatistics & Probability Letters. 73:2 (2005) 189-197Oliveira, Paulo Eduardoinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2021-10-06T10:25:53Zoai:estudogeral.uc.pt:10316/4625Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T21:00:41.876744Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv An exponential inequality for associated variables
title An exponential inequality for associated variables
spellingShingle An exponential inequality for associated variables
Oliveira, Paulo Eduardo
Association
Exponential inequality
title_short An exponential inequality for associated variables
title_full An exponential inequality for associated variables
title_fullStr An exponential inequality for associated variables
title_full_unstemmed An exponential inequality for associated variables
title_sort An exponential inequality for associated variables
author Oliveira, Paulo Eduardo
author_facet Oliveira, Paulo Eduardo
author_role author
dc.contributor.author.fl_str_mv Oliveira, Paulo Eduardo
dc.subject.por.fl_str_mv Association
Exponential inequality
topic Association
Exponential inequality
description We prove an exponential inequality for positively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. The proof uses a truncation technique together with a block decomposition of the sums to allow an approximation to independence. We show that for geometrically decreasing covariances our conditions are fulfilled, identifying a convergence rate for the strong law of large numbers.
publishDate 2005
dc.date.none.fl_str_mv 2005
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10316/4625
http://hdl.handle.net/10316/4625
https://doi.org/10.1214/07-EJS066
url http://hdl.handle.net/10316/4625
https://doi.org/10.1214/07-EJS066
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Statistics & Probability Letters. 73:2 (2005) 189-197
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv aplication/PDF
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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