M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large devi...M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.展开更多
A probability inequality for Sn and some pth moment (p≥2) inequalities for | Sn| and max 1≤k≤n |Sk|are established. Here Sn is the partial sum of a negatively associated sequence Based on these inequalities, a weak...A probability inequality for Sn and some pth moment (p≥2) inequalities for | Sn| and max 1≤k≤n |Sk|are established. Here Sn is the partial sum of a negatively associated sequence Based on these inequalities, a weak in variance principle for strictly stationary negatively associated sequences is proved under some general展开更多
基金Partly supported by the National Natural Science Foundation of China and the Ministry of Education of ChinaPartly supported by the Science and Technology Research Item of Hubei Provincial Department of Education,Jiaghan University
文摘M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.
基金Project supported by the National Natural Science Foundation of China,the Doctoral Program Foundation of the State Education Commission of China and the High Eductional Natural Science Foundation of Guangdong Province.
文摘A probability inequality for Sn and some pth moment (p≥2) inequalities for | Sn| and max 1≤k≤n |Sk|are established. Here Sn is the partial sum of a negatively associated sequence Based on these inequalities, a weak in variance principle for strictly stationary negatively associated sequences is proved under some general
基金Supported by the National Natural Science Foundation of China (No.10071072)the project supported by Natural Science Fundation of Zhejiang Province (No.101016).
文摘Abstract In this paper, we obtain the invariance principle for linear processes generated by a negativelyassociated sequence.
