An exponential inequality for a NOD sequence and a strong law of large numbers

被引：20

作者：

Wang, Xuejun ^{[1
]}

Hu, Shuhe ^{[1
]}

Shen, Aiting ^{[1
]}

Yang, Wenzhi ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China

来源：

APPLIED MATHEMATICS LETTERS | 2011年 / 24卷 / 02期

关键词：

NOD random variables; Exponential inequality; Convergence rate; WEIGHTED SUMS;

D O I：

10.1016/j.aml.2010.09.007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this work, we establish an exponential inequality for unbounded negatively orthant dependent (NOD) random variables. The inequality extends and improves the results of Kim and Kim (2007)[1], Nooghabi and Azarnoosh (2009)[2], and Xing et al. (2009)[3]. We also obtain the convergence rate 0(n(-1/2) In-1/2 n) for the strong law of large numbers, which improves on the corresponding ones of Kim and Kim (2007)[1], Nooghabi and Azarnoosh (2009)[2]. and Xing et al. (2009) [3]. (C) 2010 Elsevier Ltd. All rights reserved.

引用

页码：219 / 223

页数：5

共 50 条

[31] STRONG LAW OF LARGE NUMBERS FOR A SEQUENCE OF ORTHOGONAL RANDOM-VARIABLES
PETROV, VV
VESTNIK LENINGRADSKOGO UNIVERSITETA SERIYA MATEMATIKA MEKHANIKA ASTRONOMIYA, 1975, (02): : 52 - 57
[32] A NEW INEQUALITY OF MENSHOV-RADEMACHER TYPE AND THE STRONG LAW OF LARGE NUMBERS
LEGAC, B
MORICZ, F
TANDORI, K
ACTA MATHEMATICA HUNGARICA, 1995, 67 (04) : 347 - 360
[33] The Hajek-Renyi inequality and strong law of large numbers for ANA random variables
Ko, Mi-Hwa
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2014,
[34] Hajek-Renyi-type inequality and strong law of large numbers for END sequences
Deng, Xin
Wang, Xuejun
Xia, Fengxi
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (02) : 672 - 682
[35] THE DOOB INEQUALITY AND STRONG LAW OF LARGE NUMBERS FOR MULTIDIMENSIONAL ARRAYS IN GENERAL BANACH SPACES
Nguyen Van Huan
Nguyen Van Quang
KYBERNETIKA, 2012, 48 (02) : 254 - 267
[36] A generalized strong law of large numbers
Colubi, A
López-Díaz, M
Domínguez-Menchero, JS
Gil, MA
PROBABILITY THEORY AND RELATED FIELDS, 1999, 114 (03) : 401 - 417
[37] A generalized strong law of large numbers
Ana Colubi
Miguel López-Díiaz
J. Santos Domíinguez-Menchero
M. Angeles Gil
Probability Theory and Related Fields, 1999, 114 : 401 - 417
[38] A STRONG LAW OF LARGE NUMBERS FOR MARTINGALES
SHEU, SS
YAO, YS
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1984, 92 (02) : 283 - 287
[39] A strong law of large numbers for capacities
Maccheroni, F
Marinacci, M
ANNALS OF PROBABILITY, 2005, 33 (03): : 1171 - 1178
[40] Uniform Strong Law of Large Numbers
V. Yu. Bogdanskii
O. I. Klesov
I. Molchanov
Methodology and Computing in Applied Probability, 2021, 23 : 461 - 470

← 1 2 3 4 5 →