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https://hdl.handle.net/10316/4625
Title: | An exponential inequality for associated variables | Authors: | Oliveira, Paulo Eduardo | Keywords: | Association; Exponential inequality | Issue Date: | 2005 | Citation: | Statistics & Probability Letters. 73:2 (2005) 189-197 | Abstract: | We prove an exponential inequality for positively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. The proof uses a truncation technique together with a block decomposition of the sums to allow an approximation to independence. We show that for geometrically decreasing covariances our conditions are fulfilled, identifying a convergence rate for the strong law of large numbers. | URI: | https://hdl.handle.net/10316/4625 | DOI: | 10.1214/07-EJS066 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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