The rates in complete moment convergence for negatively associated sequences

AUTOR(ES)

Zhao, Yuexu, Qiu, Zheyong, Zhang, Chunguo, Zhao, Yehua

FONTE

Computational & Applied Mathematics

DATA DE PUBLICAÇÃO

2010

RESUMO

Let X1, X2,... be a strictly stationary and negatively associated sequence of random variables with mean zero and positive, finite variance, set Sn = X1+ ... + Xn, Mn = max1 < k < n |Sk|. Under appropriate moment conditions, we obtain precise rates in law of the logarithm for the moment convergence of Sn and Mn.

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