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Complete convergence for weighted sums of negatively associated random variables

✍ Scribed by Han-Ying Liang

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 98 KB
Volume: 48
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00002-x

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✦ Synopsis

We discuss complete convergence for weighted sums of negatively associated (NA) random variables. The result on i.i.d. case of Li et al. (J. Theoret. Probab. 8 (1995) 49 -76) is generalized and extended. Also, Gut's (Probab. Theory Related Fields 97 (1993) 169 -178) result on CesÂ aro summation of i.i.d. random variables is extended.

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