Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/11262
Title: Convergence rates for the strong law of large numbers under association
Authors: Henriques, Carla 
Oliveira, Paulo Eduardo 
Keywords: Association; Convergence rates; Exponential inequalities; Maximal inequalities
Issue Date: 2008
Publisher: Centro de Matemática da Universidade de Coimbra
Citation: Pré-Publicações DMUC. 08-14 (2008)
Abstract: We prove convergence rates for the Strong Laws of Large Numbers (SLLN) for associated variables which are arbitrarily close to the optimal rates for independent variables. A rst approach is based on exponential inequalities, a usual tool for this kind of problems. Following the optimization e orts of several authors, we improve the rates derived from exponential inequalities to log2 n n1=2 . A more recent approach tries to use maximal inequalities together with moment inequalities. We prove a new maximal order inequality of order 4 for associated variables, using a telescoping argument. This inequality is then used to prove a SLLN convergence rate arbitrarily close to log1=4 n n1=2 .
URI: http://hdl.handle.net/10316/11262
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

Files in This Item:
File Description SizeFormat
Convergence rates for the strong law.pdf154.7 kBAdobe PDFView/Open
Show full item record

Page view(s)

98
checked on Sep 17, 2019

Download(s)

22
checked on Sep 17, 2019

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.