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Strong laws of large numbers for pairwise quadrant dependent random variables

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  • Lita da Silva, João

Abstract

For a sequence {Xn,n⩾1} of quadrant dependent random variables satisfying EXn<∞ for all n⩾1 and a family of positive sequences {bn}, we give sufficient conditions to obtain ∑k=1n(Xk−EXk)∕bn⟶a.s.0. For random sequences which are additionally stochastically dominated by a random variable X∈ℒp, 1

Suggested Citation

  • Lita da Silva, João, 2018. "Strong laws of large numbers for pairwise quadrant dependent random variables," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 349-358.
    • Handle: RePEc:eee:stapro:v:137:y:2018:i:c:p:349-358
    DOI: 10.1016/j.spl.2018.01.031
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    References listed on IDEAS

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    1. Xili Tan & Hang Wang & Yong Zhang, 2016. "Complete convergence of the non-identically distributed pairwise NQD random sequences," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(9), pages 2626-2637, May.
    2. Chen, Pingyan & Sung, Soo Hak, 2016. "A strong law of large numbers for nonnegative random variables and applications," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 80-86.
    3. Etemadi, Nasrollah, 1983. "On the laws of large numbers for nonnegative random variables," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 187-193, March.
    4. Chen, Pingyan & Sung, Soo Hak, 2016. "On the strong laws of large numbers for weighted sums of random variables," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 87-93.
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