On the negative dependence in Hilbert spaces with applications
Applications of Mathematics, Tome 64 (2019) no. 1, pp. 45-59
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This paper introduces the notion of pairwise and coordinatewise negative dependence for random vectors in Hilbert spaces. Besides giving some classical inequalities, almost sure convergence and complete convergence theorems are established. Some limit theorems are extended to pairwise and coordinatewise negatively dependent random vectors taking values in Hilbert spaces. An illustrative example is also provided.
This paper introduces the notion of pairwise and coordinatewise negative dependence for random vectors in Hilbert spaces. Besides giving some classical inequalities, almost sure convergence and complete convergence theorems are established. Some limit theorems are extended to pairwise and coordinatewise negatively dependent random vectors taking values in Hilbert spaces. An illustrative example is also provided.
DOI :
10.21136/AM.2018.0060-18
Classification :
60B11, 60B12, 60F15
Keywords: negative dependence; pairwise negative dependence; Hilbert space; law of large numbers
Keywords: negative dependence; pairwise negative dependence; Hilbert space; law of large numbers
@article{10_21136_AM_2018_0060_18,
author = {Hien, Nguyen Thi Thanh and Thanh, Le Van and Van, Vo Thi Hong},
title = {On the negative dependence in {Hilbert} spaces with applications},
journal = {Applications of Mathematics},
pages = {45--59},
year = {2019},
volume = {64},
number = {1},
doi = {10.21136/AM.2018.0060-18},
mrnumber = {3913883},
zbl = {07031676},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.2018.0060-18/}
}
TY - JOUR AU - Hien, Nguyen Thi Thanh AU - Thanh, Le Van AU - Van, Vo Thi Hong TI - On the negative dependence in Hilbert spaces with applications JO - Applications of Mathematics PY - 2019 SP - 45 EP - 59 VL - 64 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.21136/AM.2018.0060-18/ DO - 10.21136/AM.2018.0060-18 LA - en ID - 10_21136_AM_2018_0060_18 ER -
%0 Journal Article %A Hien, Nguyen Thi Thanh %A Thanh, Le Van %A Van, Vo Thi Hong %T On the negative dependence in Hilbert spaces with applications %J Applications of Mathematics %D 2019 %P 45-59 %V 64 %N 1 %U http://geodesic.mathdoc.fr/articles/10.21136/AM.2018.0060-18/ %R 10.21136/AM.2018.0060-18 %G en %F 10_21136_AM_2018_0060_18
Hien, Nguyen Thi Thanh; Thanh, Le Van; Van, Vo Thi Hong. On the negative dependence in Hilbert spaces with applications. Applications of Mathematics, Tome 64 (2019) no. 1, pp. 45-59. doi: 10.21136/AM.2018.0060-18
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