Kybernetika 56 no. 4, 646-661, 2020

Convergence of the tail probability for weighted sums of negatively orthant dependent random variables

Haiwu Huang, Linyan Li and Xuewen LuDOI: 10.14736/kyb-2020-4-0646

Abstract:

In this research, strong convergence properties of the tail probability for weighted sums of negatively orthant dependent random variables are discussed. Some sharp theorems for weighted sums of arrays of rowwise negatively orthant dependent random variables are established. These results not only extend the corresponding ones of Cai \cite{4}, Wang et al. \cite{19} and Shen \cite{13}, but also improve them, respectively.

Keywords:

strong convergence, negatively orthant dependent random variables, the tail probability

Classification:

62G32, 60F15

paper.pdf

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