Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526201 | Statistics & Probability Letters | 2005 | 9 Pages |
Abstract
We prove an exponential inequality for positively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. The proof uses a truncation technique together with a block decomposition of the sums to allow an approximation to independence. We show that for geometrically decreasing covariances our conditions are fulfilled, identifying a convergence rate for the strong law of large numbers.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Paulo Eduardo Oliveira,