Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/43682
Title: | A Note on Weighted Sums of Associated Random Variables | Authors: | Çağin, T. Oliveira, P. E. |
Keywords: | weighted sums; associated random variables; almost sure convergence; Marcinkiewicz-Zygmund strong law of large numbers | Issue Date: | 2014 | Publisher: | Springer | Project: | FCT - Fundação para a Ciência e a Tecnologia under the project PEst-C/MAT/UI0324/2011 COMPETE |
Serial title, monograph or event: | Acta Mathematica Hungarica | Volume: | 143 | Issue: | 1 | Abstract: | We prove the convergence of weighted sums of associated random variables normalized by $n^{1/p}$, $p\in(1,2)$, assuming the existence of moments somewhat larger than $p$, depending on the behaviour of the weights, improving on previous results by getting closer to the moment assumption used for the case of constant weights. Besides moment conditions we assume a convenient behaviour either on truncated covariances or on joint tail probabilities. Our results extend analogous characterizations known for sums of independent or negatively dependent random variables. | URI: | https://hdl.handle.net/10316/43682 | DOI: | 10.1007/s10474-014-0397-1 10.1007/s10474-014-0397-1 |
Rights: | openAccess |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
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weighted2_v5.pdf | 254.61 kB | Adobe PDF | View/Open |
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