• Title/Summary/Keyword: maximal inequality for associated sequence

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A Maximal Inequality for Partial Sums of Negatively Associated Sequences

  • Tae Sung Kim;Hye Young Seo;In Bong Choi
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.149-156
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    • 1994
  • For an r > 2 and a finite B, $E\mid max \;1\leq k\leq n \;\sum\limits_{j=m+1}^{m+k}X_j\mid^r\leq Bn^ {\frac{r}{2}}$ (all $n\geq 1$) is obtained for a negatively associated sequence $\{X_j \;:\; j\in N\}$. We also derive the maximal inequelity for a negatively associated sequence. Stationarity is not required.

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MAXIMAL INEQUALITIES AND STRONG LAW OF LARGE NUMBERS FOR AANA SEQUENCES

  • Xuejun, Wang;Shuhe, Hu;Xiaoqin, Li;Wenzhi, Yang
    • Communications of the Korean Mathematical Society
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    • v.26 no.1
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    • pp.151-161
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    • 2011
  • Let {$X_n$, $n{\geq}1$} be a sequence of asymptotically almost negatively associated random variables and $S_n=\sum^n_{i=1}X_i$. In the paper, we get the precise results of H$\acute{a}$jek-R$\acute{e}$nyi type inequalities for the partial sums of asymptotically almost negatively associated sequence, which generalize and improve the results of Theorem 2.4-Theorem 2.6 in Ko et al. ([4]). In addition, the large deviation of $S_n$ for sequence of asymptotically almost negatively associated random variables is studied. At last, the Marcinkiewicz type strong law of large numbers is given.

On the Strong Laws for Weighted Sums of AANA Random Variables

  • Kim, Tae-Sung;Ko, Mi-Hwa;Chung, Sung-Mo
    • Journal of the Korean Statistical Society
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    • v.31 no.3
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    • pp.369-378
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    • 2002
  • Strong laws of large numbers for weighted sums of asymptotically almost negatively associated(AANA) sequence are proved by our generalized maximal inequality for AANA random variables at a crucial step.

A Functional Central Limit Theorem for the Multivariate Linear Process Generated by Negatively Associated Random Vectors

  • Kim, Tae-Sung;Seo, Hye-Young
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.615-623
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    • 2001
  • A functional central limit theorem is obtained for a stationary multivariate linear process of the form (no abstract. see full-text) where{ $Z_{t}$} is a sequence of strictly stationary m-dimensional negatively associated random vectors with E $Z_{t}$=O and E∥ $Z_{t}$$^2$<$\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (no abstract. see full-text) and (no abstract. see full-text).text).).

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