Kybernetika 50 no. 3, 393-407, 2014

On the strong convergence for weighted sums of asymptotically almost negatively associated random variables

Haiwu Huang, Guangming Deng, QingXia Zhang and Yuanying JiangDOI: 10.14736/kyb-2014-3-0393

Abstract:

Applying the moment inequality of asymptotically almost negatively associated (AANA, in short) random variables which was obtained by Yuan and An (2009), some strong convergence results for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of Zhou et al. (2011), Sung (2011, 2012) to the case of AANA random variables, respectively. %Abstract of the paper (not exceeding 250 words) summarizing the principle %technique and conclusions. Because the abstract must be able to stand independently, mathematical formulas and bibliographical references %should be kept to a minimum.

Keywords:

AANA random variables, strong convergence, weighted sums

Classification:

60F15

paper.pdf

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