Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Powiadomienia systemowe

Sesja wygasła!

Znaleziono wyników: 2

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: negative association

Sortuj według:

Ogranicz wyniki do:

On exact strong laws of large numbers under general dependence conditions

Adler A., Matuła P.

Probability and Mathematical Statistics

2018

Vol. 38, Fasc. 1

103--121

We study the almost sure convergence of weighted sums of dependent random variables to a positive and finite constant, in the case when the random variables have either mean zero or no mean at all. These are not typical strong laws and they are called exact strong laws of large numbers. We do not assume any particular type of dependence and furthermore consider sequences which are not necessarily identically distributed. The obtained results may be applied to sequences of negatively associated random variables.

A simpler proof of the negative association property for absolute values of measures tied to generalized Orlicz balls

Wojtaszczyk J. O.

Bulletin of the Polish Academy of Sciences. Mathematics

2009

Vol. 57, no 1

41-56

Negative association for a family of random variables (Xi) means that for any coordinatewise increasing functions ƒ, g we have Eƒ(Xi1,...,Xik)g(Xj1,...,Xjt) ≤ E ƒ(Xi1,...,Xik)Eg(Xj1,...,Xjt) for any disjoint sets of indices (im ), (jn ). It is a way to indicate the negative correlation in a family of random variables. It was first introduced in 1980s in statistics by Alem & Saxena and Joag-Dev & Proschan, and brought to convex geometry in 2005 by Wojtaszczyk & Pilipczuk to prove the Central Limit Theorem for Orlicz balls. The paper gives a relatively simple proof of negative association of absolute values for a wide class of measures tied to generalized Orlicz balls, including the uniform measures on such balls.