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http://dx.doi.org/10.5351/CKSS.2009.16.3.549

On Convergence for Sums of Rowwise Negatively Associated Random Variables  

Baek, Jong-Il (School of Mathematics & Informational Statistics, Wonkwang University)
Publication Information
Communications for Statistical Applications and Methods / v.16, no.3, 2009 , pp. 549-556 More about this Journal
Abstract
Let $\{(X_{ni}|1{\leq}i{\leq}n,\;n{\geq}1)\}$ be an array of rowwise negatively associated random variables. In this paper we discuss $n^{{\alpha}p-2}h(n)max_{1{\leq}k{\leq}n}|{\sum}_{i=1}^kX_{ni}|/n^{\alpha}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed with suitable conditions for ${\alpha}$>1/2, 0 and a slowly varying function h(x)>0 as $x{\rightarrow}{\infty}$. In addition, we obtain the complete convergence of moving average process based on negative association random variables which extends the result of Zhang (1996).
Keywords
Negatively associated random variables; slowly varying function; complete convergence; almost sure convergence;
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