Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesaro alpha-integrability assumption

作者：Yuan De Mei^*; Wu Xiu Shan

来源：Journal of Statistical Planning and Inference, 2010, 140(9): 2395-2402.

DOI：10.1016/j.jspi.2010.02.011

• Asymptotically negative association
• Residual Cesaro alpha-integrability
• Strongly residual Cesaro alpha-integrability
• Rosenthal type inequality
• L(p)-convergence
• Complete convergence

Asymptotically negative association is a special dependence structure. By relating such dependence condition to residual Cesaro alpha-integrability and to strongly residual Cesar alpha-integrability, some La-convergence and complete convergence results of the maximum of the partial sum are derived, respectively. In addition, some of these conclusions are based on a new Rosenthal type inequality concerning asymptotically negatively associated random variables, which is of independent interest.

• 出版日期2010-9