Some limit theorems for $m$-pairwise negative quadrant dependent random variables
Kybernetika, Tome 54 (2018) no. 4, pp. 815-828
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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.
DOI :
10.14736/kyb-2018-4-0815
Classification :
60F15, 60F25
Keywords: $m$-pairwise negative quadrant dependent; Marcinkiewicz–Zygmund inequality; $L^r$ convergence; complete convergence
Keywords: $m$-pairwise negative quadrant dependent; Marcinkiewicz–Zygmund inequality; $L^r$ convergence; complete convergence
@article{10_14736_kyb_2018_4_0815,
author = {Wu, Yongfeng and Peng, Jiangyan},
title = {Some limit theorems for $m$-pairwise negative quadrant dependent random variables},
journal = {Kybernetika},
pages = {815--828},
publisher = {mathdoc},
volume = {54},
number = {4},
year = {2018},
doi = {10.14736/kyb-2018-4-0815},
mrnumber = {3863258},
zbl = {06987036},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-4-0815/}
}
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Wu, Yongfeng; Peng, Jiangyan. Some limit theorems for $m$-pairwise negative quadrant dependent random variables. Kybernetika, Tome 54 (2018) no. 4, pp. 815-828. doi: 10.14736/kyb-2018-4-0815
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