Geodesic
Convergence of the tail probability for weighted sums of negatively orthant dependent random variables
Kybernetika, Tome 56 (2020) no. 4, pp. 646-661
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In this research, strong convergence properties of the tail probability for weighted sums of negatively orthant dependent random variables are discussed. Some sharp theorems for weighted sums of arrays of rowwise negatively orthant dependent random variables are established. These results not only extend the corresponding ones of Cai [4], Wang et al. [19] and Shen [13], but also improve them, respectively.
In this research, strong convergence properties of the tail probability for weighted sums of negatively orthant dependent random variables are discussed. Some sharp theorems for weighted sums of arrays of rowwise negatively orthant dependent random variables are established. These results not only extend the corresponding ones of Cai [4], Wang et al. [19] and Shen [13], but also improve them, respectively.
DOI : 10.14736/kyb-2020-4-0646
Classification : 60F15, 62G32
Keywords: negatively orthant dependent random variables; the tail probability; strong convergence 
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Huang, Haiwu; Li, Linyan; Lu, Xuewen. Convergence of the tail probability for weighted sums of negatively orthant dependent random variables. Kybernetika, Tome 56 (2020) no. 4, pp. 646-661. doi: 10.14736/kyb-2020-4-0646

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