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http://dx.doi.org/10.14403/jcms.2015.28.3.409

LIMITING BEHAVIOR OF THE MAXIMUM OF THE PARTIAL SUM FOR NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES  

KIM, HYUN-CHULL (Department of Mathematics Education Sehan University)
Publication Information
Journal of the Chungcheong Mathematical Society / v.28, no.3, 2015 , pp. 409-417 More about this Journal
Abstract
In this paper, some $L_p$-convergences and complete convergences of the maximum of the partial sum for negatively superadditive dependent random variables are obtained. The proofs of the results are based on a new Rosenthal type inequality concerning negatively superadditive dependent random variables.
Keywords
negatively superadditive dependence; Rosenthal type inequality; $L_p$-convergence; complete convergence; Stochastically dominated;
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