Article ID Journal Published Year Pages File Type
4664467 Acta Mathematica Scientia 2007 11 Pages PDF
Abstract

M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)