Convergence rates in the strong law for associated random variables

• Autorzy: Louhichi S.
• Języki publikacji: EN

Abstrakty

EN

We prove the Marcinkiewicz-Zygmund SLLN (MZ-SLLN) of order p,p ∈[1,2[, for associated sequences, not necessarily stationary. Our assumption on the moment of the random variables is minimal. We present an example of an associated and strongly mixing sequence, with infinite variance, to which our results apply. The conditions yielding such results for this example are discussed.

Słowa kluczowe

EN

associated sequences; not necessarily stationary; strongly mixing sequence

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2000
• Tom: Vol. 20, Fasc. 1
• Strony: 203--214
• Opis fizyczny: Bibliogr. 18 poz.

Twórcy

autor

Louhichi S.

• Université de Paris-Sud, Laboratoire de mathématiques, Probabilités, statistique et modélisation, Bat. 425, 91405 Orsay cedex, France

Bibliografia

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