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

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