• Bulletin of the Korean Mathematical Society
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• v.40 no.2
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• pp.341-349
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• 2003

Let {$x_{nk}\;$\mid$1\;\leq\;k\;\leq\;n,\;n\;\geq\;1$} be an array of random varianbles and $\{a_n$\mid$n\;\geq\;1\}\;and\;\{b_n$\mid$n\;\geq\;1} be a sequence of constants with $a_n\;>\;0,\;b_n\;>\;0,\;n\;\geq\;1. In this paper, for array of row negatively associated(NA) random variables, we establish a general weak law of large numbers (WLLA) of the form (${\sum_{\kappa=1}}^n\;a_{\kappa}X_{n\kappa}\;-\;\nu_{n\kappa})\;/b_n$ converges in probability to zero, as $n\;\rightarrow\;\infty$, where {$\nu_{n\kappa}$\mid$1\;\leq\;\kappa\;\leq\;n,\;n\;\geq\;1$} is a suitable array of constants.

• Honam Mathematical Journal
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• v.29 no.3
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• pp.367-375
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• 2007

For bounded negatively associated random variables we derive almost sure convergence and specify the associated rate of convergence by establishing exponential inequality.

• Journal of the Korean Mathematical Society
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• v.41 no.5
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• pp.883-894
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• 2004

We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.1025-1034
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• 2010

Let {$X_n$, $n\;{\in}\;\mathbb{Z}_+^d$} be a field of identically distributed and negatively associated random variables with mean zero and set $S_n\;=\;{\sum}_{k{\leq}n}\;X_k$, $n\;{\in}\;\mathbb{Z}_+^d$, $d\;{\geq}\;2$. We investigate precise asymptotics for ${\sum}_n|n|^{r/p-2}P(|S_n|\;{\geq}\;{\epsilon}|n|^{1/p}$ and ${\sum}_n\;\frac{(\log\;|n|)^{\delta}}{|n|}P(|S_n|\;{\geq}\;{\epsilon}\;\sqrt{|n|\log|n|)}$, ($0\;{\leq}\;{\delta}\;{\leq}\;1$) as ${\epsilon}{\searrow}0$.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.247-256
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• 2012

In this paper we prove the complete convergence for weighted sums of pairwise negatively quadrant dependent random variables. Some results on identically distributed and negatively associated setting of Liang and Su (1999) are generalized and extended to the pairwise negative quadrant dependence case.

• Communications of the Korean Mathematical Society
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• v.22 no.1
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• pp.137-143
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• 2007

In this paper, a Berstein-Hoeffding type inequality is established for linearly negative quadrant dependent random variables. A condition is given for almost sure convergence and the associated rate of convergence is specified.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.841-849
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• 2009

Let {$X_n$, n ${\ge}$ 1} be a negatively associated sequence of identically distributed random variables with mean zeros and positive finite variances. Set $S_n$ = ${\Sigma}^n_{i=1}\;X_i$. Suppose that 0 < ${\sigma}^2=EX^2_1+2{\Sigma}^{\infty}_{i=2}\;Cov(X_1,\;X_i)$ < ${\infty}$. We prove that, if $EX^2_1(log^+{\mid}X_1{\mid})^{\delta}$ < ${\infty}$ for any 0< ${\delta}{\le}1$, then $\lim_{{\epsilon}\downarrow0}{\epsilon}^{2{\delta}}\sum_{{n=2}}^{\infty}\frac{(logn)^{\delta-1}}{n^2}ES^2_nI({\mid}S_n{\mid}\geq{\epsilon}{\sigma}\sqrt{nlogn}=\frac{E{\mid}N{\mid}^{2\delta+2}}{\delta}$, where N is the standard normal random variable. We also prove that if $S_n$ is replaced by $M_n=max_{1{\le}k{\le}n}{\mid}S_k{\mid}$ then the precise rate still holds. Some results in Fu and Zhang (2007) are improved to the complete moment case.

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.977-986
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• 2010

Let $X_1$, $X_2$, $\cdots$ be identically distributed negatively associated random variables with $EX_1\;=\;0$ and $E|X_1|^3$ < $\infty$. In this paper we prove $lim_{{\epsilon\downarrow}0}\;\frac{1}{-\log\;\epsilon}\sum\limits_{n=1}^\infty\frac{1}{n^2}ES_n^2I\{|S_n|\;{\geq}\;{\sigma\epsilon}n\}\;=\;2$ and $lim_{\epsilon\downarrow0}\;\epsilon^{2-p}\sum\limits_{n=1}^\infty\frac{1}{n^p}$ $E|S_n|^pI\{|S_n|\;{\geq}\;{\sigma\epsilon}n\}\;=\;\frac{2}{2-p}$ for 0 < p < 2, where $S_n\;=\;\sum\limits_{i=1}^{n}X_i$ and 0 < $\sigma^2\;=\;EX_1^2\;+\;\sum\limits_{i=2}^{\infty}Cov(X_1,\;X_i)$ < $\infty$. We consider some results of i.i.d. random variables obtained by Liu and Lin(2006) under negative association assumption.

• Journal of applied mathematics & informatics
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• v.27 no.3_4
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• pp.829-842
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• 2009

Let {$X_{ni}|1\;{\le}\;i\;{\le}\;n$, $n\;{\ge}\;1$} be an array of rowwise negatively associated random variables and let $\alpha$ > 1/2, 0 < p < 2 ${\alpha}p\;{\ge}\;1$. In this paper we discuss $n^{{\alpha}p-2}h(n)$ max $_{1\;{\le}\;k{\le}n}\;|\;{\sum}^k_{i=1}\;X_{ni}|/n^{\alpha}\;{\to}\;0$ completely as $n\;{\to}\;{\infty}$ under not necessarily identically distributed with a suitable conditions and h(x) > 0 is a slowly varying function as $x\;{\to}\;{\infty}$. In addition, we obtained that $n^{{\alpha}p-2}h(n)$ max $_{1\;{\le}\;k{\le}n}\;|\;{\sum}^k_{i=1}\;X_{ni}|/n^{\alpha}\;{\to}\;0$ completely as $n\;{\to}\;{\infty}$ if and only if $E|X_{11}|^ph(|X_{11}|^{1/\alpha})\;<\;{\infty}$ and $EX_{11}\;=\;0$ under identically distributed case and some corollaries are obtained.

• Communications of the Korean Mathematical Society
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• v.22 no.2
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• pp.315-321
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• 2007

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.