DOI QR코드

DOI QR Code

ON PRECISE ASYMPTOTICS IN THE LAW OF LARGE NUMBERS OF ASSOCIATED RANDOM VARIABLES

  • Baek, Jong-Il (School of Mathematics and Informational Statistics, Wonkwang University) ;
  • Seo, Hye-Young (School of Mathematics and Informational Statistics, Wonkwang University) ;
  • Lee, Gil-Hwan (School of Mathematics and Informational Statistics, Wonkwang University)
  • 투고 : 2007.08.27
  • 심사 : 2008.02.13
  • 발행 : 2008.03.25

초록

Let ${X_i{\mid}i{\geq}1}$ be a strictly stationary sequence of associated random variables with mean zero and let ${\sigma}^2=EX_1^2+2\sum\limits_{j=2}^\infty{EX_1}{X_j}$ with 0 < ${\sigma}^2$ < ${\infty}$. Set $S_n={\sum\limits^n_{i=1}^\{X_i}$, the precise asymptotics for ${\varepsilon}^{{\frac{2(r-p)}{2-p}}-1}\sum\limits_{n{\geq}1}n^{{\frac{r}{p}}-{\frac{1}{p}}+{\frac{1}{2}}}P({\mid}S_n{\mid}{\geq}{\varepsilon}n^{{\frac{1}{p}}})$,${\varepsilon}^2\sum\limits_{n{\geq}3}{\frac{1}{nlogn}}p({\mid}Sn{\mid}{\geq}{\varepsilon\sqrt{nloglogn}})$ and ${\varepsilon}^{2{\delta}+2}\sum\limits_{n{\geq}1}{\frac{(loglogn)^{\delta}}{nlogn}}p({\mid}S_n{\mid}{\geq}{\varepsilon\sqrt{nloglogn}})$ as ${\varepsilon}{\searrow}0$ are established under the suitable conditions.

키워드

참고문헌

  1. Baek J. I. and Liang H.Y., Asymptotics of estimators in semi-parametric model under NA samples, Jour. Stat.plann. and Infe., (2005), 35 3362-3782.
  2. Baum L. E. and Katz M., Convergence rates in the law of large numbers, Trans. Amer. Math. Soc., (1965), 120 108-123. https://doi.org/10.1090/S0002-9947-1965-0198524-1
  3. Birkel T., A note on the strong law of large numbers for positively dependent random variables, Statist. & Probab. Lett., (1989), 7 17-20.
  4. Cheng F. Y. and Wang Y. B., Precise asymptotics of partial sums for IID and NA sequences, Acta. Math. Sinica (2004), 47 965-972.
  5. Dabrowski A. R., A functional law of the iterated logarithm for associated sequences, Statist. Probab. Lett., (1985), 3 209-213. https://doi.org/10.1016/0167-7152(85)90020-3
  6. Erdos P., Remark on my paper " On a theorem of Hsu and Robbins", Ann. Math. Statist., (1950), 21 138. https://doi.org/10.1214/aoms/1177729897
  7. Esary J., Proschan F. and Walkup D., Associaton of random variables with applications, Ann. Math.Stat., (1967), 38 1466-1474. https://doi.org/10.1214/aoms/1177698701
  8. Gut A., Precise asymptotics for record times and the associated counting process, Stoch. Proc. Appl., (2002), 100 233-239. https://doi.org/10.1016/S0304-4149(02)00105-9
  9. Gut A. and Spataru A., Precise asymptotics in the Baum-Katz and Davis law of large numbers, J. Math. Anal. Appl., (2000a), 248 233-246. https://doi.org/10.1006/jmaa.2000.6892
  10. Gut A. and Spataru A., Precise asymptotics in the iterated logarithm, Ann. Probab., (2000b), 28 1870-1883. https://doi.org/10.1214/aop/1019160511
  11. Gut A. and Steinebach., Convergence rates and Precise asymptotics for renewal counting processes and some first passage times. Tech.Rep.no.2002.7 Department of Math., Upp. Uni.
  12. Heyde C. C., A supplement to the strong law of large numbers, J. Appl. Probab., (1975), 12 173-175. https://doi.org/10.2307/3212424
  13. Hsu P. L. and Robbins H., Complete convergence and the laws of large numbers, Proc. Nat. Acad. Sic. U. S. A., (1947), 33 25-31. https://doi.org/10.1073/pnas.33.2.25
  14. Lanzinger H. and Stadtmiiller U., Refined Baum-Katz laws for weighted sums of iid random variables, Statist. Probab. Lett., (2004), 69 357-368. https://doi.org/10.1016/j.spl.2004.06.033
  15. Li D. L., Nguyen B. E. and Rosalsky A., A supplement to precise asymptotics in the law of the iterated logarithm, J. Math. Anal. Appl. (2005), 302 84-96. https://doi.org/10.1016/j.jmaa.2004.08.009
  16. Lin Z. Y., An invariance principle for associated random variables, Chinese Ann. Math. Ser. A, (1996), 17 487-494.
  17. Newman C. M., Normal fluctuations and the FKG inequalities, Comm. Math. Phys., (1980), 74 119-128. https://doi.org/10.1007/BF01197754
  18. Newman C. M., Wright A., An invariance principle for certain dependent sequences, Ann. Probab., (1981), 9 671-675. https://doi.org/10.1214/aop/1176994374
  19. Spitzer F. A., Combinatorial lemma and its applications to probability theory, Trans. Amer. Math. Soc., (1956), 82 323-339. https://doi.org/10.1090/S0002-9947-1956-0079851-X
  20. Yang S. C., Complete convergence for sums of positively associated sequences, Chinese J. Appl. Probab. Statist., (2001), 17 197-201.