Title of article :
Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesàro alpha-integrability assumption
Author/Authors :
Yuan، نويسنده , , De Mei and Wu، نويسنده , , Xiu Shan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
Asymptotically negative association is a special dependence structure. By relating such dependence condition to residual Cesàro alpha-integrability and to strongly residual Cesàro alpha-integrability, some Lp-convergence and complete convergence results of the maximum of the partial sum are derived, respectively. In addition, some of these conclusions are based on a new Rosenthal type inequality concerning asymptotically negatively associated random variables, which is of independent interest.
Keywords :
Asymptotically negative association , Rosenthal type inequality , Lp-convergence , Strongly residual Cesàro alpha-integrability , Residual Cesàro alpha-integrability , Complete convergence
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference