Strong laws for associated random variables

Detalhes bibliográficos
Autor(a) principal: Çağın, Tonguç
Data de Publicação: 2017
Outros Autores: Oliveira, Paulo Eduardo
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/43681
https://doi.org/10.1080/02331888.2017.1345907
Resumo: We study the almost sure convergence and rates of weighted sums of associated random variables under the classical assumption of existence of Laplace transforms. This assumption implies the existence of every moment, so we address the same problem assuming a suitable decrease rate on tail joint probabilities which only implies the existence of finitely many moments, proving the analogous characterizations of convergence and rates. Still relaxing further the assumptions on moment existence, we also prove a Marcinkiewicz-Zygmund for associated variables without means, complementing existing results for this dependence structure.
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spelling Strong laws for associated random variablesalmost sure convergenceassociationconvergence ratesexponential inequalitiesMarcinkiewicz-Zygmund lawWe study the almost sure convergence and rates of weighted sums of associated random variables under the classical assumption of existence of Laplace transforms. This assumption implies the existence of every moment, so we address the same problem assuming a suitable decrease rate on tail joint probabilities which only implies the existence of finitely many moments, proving the analogous characterizations of convergence and rates. Still relaxing further the assumptions on moment existence, we also prove a Marcinkiewicz-Zygmund for associated variables without means, complementing existing results for this dependence structure.2017info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/43681http://hdl.handle.net/10316/43681https://doi.org/10.1080/02331888.2017.1345907https://doi.org/10.1080/02331888.2017.1345907enghttp://dx.doi.org/10.1080/02331888.2017.1345907Çağın, TonguçOliveira, 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:RCAAP2021-10-06T10:25:54Zoai:estudogeral.uc.pt:10316/43681Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:53:26.372860Repositório 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 Strong laws for associated random variables
title Strong laws for associated random variables
spellingShingle Strong laws for associated random variables
Çağın, Tonguç
almost sure convergence
association
convergence rates
exponential inequalities
Marcinkiewicz-Zygmund law
title_short Strong laws for associated random variables
title_full Strong laws for associated random variables
title_fullStr Strong laws for associated random variables
title_full_unstemmed Strong laws for associated random variables
title_sort Strong laws for associated random variables
author Çağın, Tonguç
author_facet Çağın, Tonguç
Oliveira, Paulo Eduardo
author_role author
author2 Oliveira, Paulo Eduardo
author2_role author
dc.contributor.author.fl_str_mv Çağın, Tonguç
Oliveira, Paulo Eduardo
dc.subject.por.fl_str_mv almost sure convergence
association
convergence rates
exponential inequalities
Marcinkiewicz-Zygmund law
topic almost sure convergence
association
convergence rates
exponential inequalities
Marcinkiewicz-Zygmund law
description We study the almost sure convergence and rates of weighted sums of associated random variables under the classical assumption of existence of Laplace transforms. This assumption implies the existence of every moment, so we address the same problem assuming a suitable decrease rate on tail joint probabilities which only implies the existence of finitely many moments, proving the analogous characterizations of convergence and rates. Still relaxing further the assumptions on moment existence, we also prove a Marcinkiewicz-Zygmund for associated variables without means, complementing existing results for this dependence structure.
publishDate 2017
dc.date.none.fl_str_mv 2017
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/10316/43681
http://hdl.handle.net/10316/43681
https://doi.org/10.1080/02331888.2017.1345907
https://doi.org/10.1080/02331888.2017.1345907
url http://hdl.handle.net/10316/43681
https://doi.org/10.1080/02331888.2017.1345907
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv http://dx.doi.org/10.1080/02331888.2017.1345907
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dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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