负相伴序列最大部分和的精确收敛速度

Precise Convergence Rates for Maximal Partial Sums of Negatively Associated Sequences

该文研究了负相伴随机变量序列最大部分和的极限性质,即当ε0时,部分和尾概率级数的收敛速度。借助概率不等式,中心极限定理及其收敛速度,给出了其精确的极限结果。

Limit behaviors for maximal partial sums of negatively associated sequences are investigated,namely the convergence rates of tail probability series as ε0.Furthermore the exact limit results are obtained by using probability inequalities,the central limit theorem and its convergence rate.