Complete Convergence for Maximal Sums of Negatively Associated Random Variables

Victor M. Kruglov

Journal of Probability and Statistics, 2010, vol. 2010, 1-17

Abstract:

Necessary and sufficient conditions are given for the complete convergence of maximal sums of identically distributed negatively associated random variables. The conditions are expressed in terms of integrability of random variables. Proofs are based on new maximal inequalities for sums of bounded negatively associated random variables.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:764043

DOI: 10.1155/2010/764043

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