On the strong convergence rate for positively associated random variables |
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Authors: | Guo-dong Xing Shan-chao Yang |
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Affiliation: | a Dept. of Mathematics, Hunan University of Science and Engineering, Yongzhou, Hunan, PR China, 425100 b Dept. of Mathematics, Guangxi Normal University, Guilin, Guangxi, PR China, 541004 |
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Abstract: | ![]() For sequences of the positively associated random variables which are strictly weaker than the classical associated random ones introduced by Esary et al. (1967) [7], strong convergence rate is obtained, which reaches the available one for independent random variables in terms of Berstein type inequality. Further, we give the corresponding precise asymptotics with respect to the rate mentioned above, which extend and improve the relevant results in Fu (2009) [8]. |
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Keywords: | Positively associated random variables Strong convergence rate Strictly stationary Maximal and moment inequalities |
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