Exponential inequalities for associated random variables and strong laws of large numbers

doi:10.1007/s11425-007-0026-3

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	Exponential inequalities for associated random variables and strong laws of large numbers
	Yang, Shan-chao ; Chen, Min ; Min CHEN
刊名	SCIENCE IN CHINA SERIES A-MATHEMATICS
	2007-05-01
卷号	50 期号:5 页码:705-714
关键词	associated random variable exponential inequality strong law of large numbers rate of convergence
ISSN号	1006-9283
DOI	10.1007/s11425-007-0026-3
英文摘要	Some exponential inequalities for partial sums of associated random variables are established. These inequalities improve the corresponding results obtained by Ioannides and Roussas (1999), and Oliveira (2005). As application, some strong laws of large numbers are given. For the case of geometrically decreasing covariances, we obtain the rate of convergence n(-1/2)(log log n)(1/2) (log n) which is close to the optimal achievable convergence rate for independent random variables under an iterated logarithm, while loannides and Roussas (1999), and Oliveira (2005) only got n(-1/3) (log n)(2/3) and n(-1/3)(log n)(5/3), separately.
WOS研究方向	Mathematics
语种	英语
出版者	SCIENCE CHINA PRESS
WOS记录号	WOS:000247154400010
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/3950]
专题	应用数学研究所
通讯作者	Chen, Min
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Guangxi Normal Univ, Dept Math, Guilin 541004, Peoples R China
推荐引用方式 GB/T 7714	Yang, Shan-chao,Chen, Min,Min CHEN. Exponential inequalities for associated random variables and strong laws of large numbers[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2007,50(5):705-714.
APA	Yang, Shan-chao,Chen, Min,&Min CHEN.(2007).Exponential inequalities for associated random variables and strong laws of large numbers.SCIENCE IN CHINA SERIES A-MATHEMATICS,50(5),705-714.
MLA	Yang, Shan-chao,et al."Exponential inequalities for associated random variables and strong laws of large numbers".SCIENCE IN CHINA SERIES A-MATHEMATICS 50.5(2007):705-714.