EconPapers    
Economics at your fingertips  
 

On the Strong Convergence and Complete Convergence for Pairwise NQD Random Variables

Aiting Shen, Ying Zhang and Andrei Volodin

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

Abstract: Let {an, n ≥ 1} be a sequence of positive constants with an/n↑ and let {X, Xn, n ≥ 1} be a sequence of pairwise negatively quadrant dependent random variables. The complete convergence for pairwise negatively quadrant dependent random variables is studied under mild condition. In addition, the strong laws of large numbers for identically distributed pairwise negatively quadrant dependent random variables are established, which are equivalent to the mild condition ∑n=1∞PX>an

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2014/949608

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:949608

Access Statistics for this article

More articles in Abstract and Applied Analysis from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-22
Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:949608