Glasnik Matematicki, Vol. 50, No. 1 (2015), 245-259.

STRONG CONVERGENCE FOR m-PAIRWISE NEGATIVELY QUADRANT DEPENDENT RANDOM VARIABLES

Yongfeng Wu and Andrew Rosalsky

College of Mathematics and Computer Science, Tongling University, 244000 Tongling, China, and, Center for Financial Engineering and School of Mathematical Sciences, Soochow University, 215006 Suzhou, China
e-mail: wyfwyf@126.com

Department of Statistics, University of Florida, Gainesville, FL 32611, USA
e-mail: rosalsky@stat.ufl.edu

Abstract.   Complete convergence and the Marcinkiewicz-Zygmund strong law of large numbers for sequences of m-pairwise negatively quadrant dependent (m-PNQD) random variables is studied in this paper. The results obtained extend and improve the corresponding theorems of Choi and Sung ([4]) and Hu et al. ([9]). A version of the Kolmogorov strong law of large numbers for sequences of m-PNQD random variables is also obtained.

2010 Mathematics Subject Classification.   60F15.

Key words and phrases.   m-pairwise negatively quadrant dependent random variables, complete convergence, strong law of large numbers.

Full text (PDF) (free access)

DOI: 10.3336/gm.50.1.15

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