Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/43681
Title: | Strong laws for associated random variables | Authors: | Çağın, Tonguç Oliveira, Paulo Eduardo |
Keywords: | almost sure convergence; association; convergence rates; exponential inequalities; Marcinkiewicz-Zygmund law | Issue Date: | 2017 | Project: | FCT/MEC PT2020 |
Serial title, monograph or event: | Statistics | Abstract: | 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. | URI: | https://hdl.handle.net/10316/43681 | DOI: | 10.1080/02331888.2017.1345907 10.1080/02331888.2017.1345907 |
Rights: | openAccess |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
Files in This Item:
File | Description | Size | Format | |
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weighted_sum_and_rates_v5final.pdf | 374.11 kB | Adobe PDF | View/Open |
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