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Title: Some limit theorems for $m$-pairwise negative quadrant dependent random variables (English)
Author: Wu, Yongfeng
Author: Peng, Jiangyan
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 54
Issue: 4
Year: 2018
Pages: 815-828
Summary lang: English
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Category: math
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Summary: The authors first establish the Marcinkiewicz-Zygmund inequalities with exponent $p$ ($1\leq p\leq2$) for $m$-pairwise negatively quadrant dependent ($m$-PNQD) random variables. By means of the inequalities, the authors obtain some limit theorems for arrays of rowwise $m$-PNQD random variables, which extend and improve the corresponding results in [Y. Meng and Z. Lin (2009)] and [H. S. Sung (2013)]. It is worthy to point out that the open problem of [H. S. Sung, S. Lisawadi, and A. Volodin (2008)] can be solved easily by using the obtained inequality in this paper. (English)
Keyword: $m$-pairwise negative quadrant dependent
Keyword: Marcinkiewicz–Zygmund inequality
Keyword: $L^r$ convergence
Keyword: complete convergence
MSC: 60F15
MSC: 60F25
idZBL: Zbl 06987036
idMR: MR3863258
DOI: 10.14736/kyb-2018-4-0815
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Date available: 2018-10-30T14:54:39Z
Last updated: 2020-01-05
Stable URL: http://hdl.handle.net/10338.dmlcz/147426
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