대한수학회논문집 (Communications of the Korean Mathematical Society)

  • 제22권2호
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  • Pages.315-321
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  • 2007
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  • 1225-1763(pISSN)
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  • 2234-3024(eISSN)
대한수학회 (Korean Mathematical Society)
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ON THE EXPONENTIAL INEQUALITY FOR NEGATIVE DEPENDENT SEQUENCE

  • 발행 : 2007.04.30
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초록

We show an exponential inequality for negatively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. To obtain this result we use a truncation technique together with a block decomposition of the sums. We also identify a convergence rate for the strong law of large number.

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참고문헌

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피인용 문헌

  1. An Exponential Inequality for Negatively Associated Random Variables vol.2009, pp.1, 2009, https://doi.org/10.1155/2009/649427
  2. An Exponential Inequality for Strictly Stationary and Negatively Associated Random Variables vol.39, pp.2, 2009, https://doi.org/10.1080/03610920902750053
  3. An exponential inequality for a NOD sequence and a strong law of large numbers vol.24, pp.2, 2011, https://doi.org/10.1016/j.aml.2010.09.007
  4. EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES vol.31, pp.3_4, 2013, https://doi.org/10.14317/jami.2013.417
  5. A note on the exponential inequality for a class of dependent random variables vol.40, pp.1, 2011, https://doi.org/10.1016/j.jkss.2010.08.002
  6. On the Exponential Inequality for Weighted Sums of a Class of Linearly Negative Quadrant Dependent Random Variables vol.2014, 2014, https://doi.org/10.1155/2014/748242
  7. On the exponential inequalities for negatively dependent random variables vol.381, pp.2, 2011, https://doi.org/10.1016/j.jmaa.2011.02.058
  8. On the exponential inequalities for widely orthant-dependent random variables vol.45, pp.19, 2016, https://doi.org/10.1080/03610926.2014.950752
  9. A remark on the exponential inequality for negatively associated random variables vol.38, pp.1, 2009, https://doi.org/10.1016/j.jkss.2008.06.005
  10. On the exponential inequality for acceptable random variables vol.2011, pp.1, 2011, https://doi.org/10.1186/1029-242X-2011-40