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RETRACTED ARTICLE: Convergence of Weighted Sums for Arrays of Negatively Dependent Random Variables and Its Applications

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  • Jong-Il Baek

    (Wonkwang University)

  • Sung-Tae Park

    (Wonkwang University)

Abstract

We discuss the complete convergence of weighted sums for arrays of rowwise negatively dependent random variables (ND r.v.’s) to linear processes. As an application, we obtain the complete convergence of linear processes based on ND r.v.’s which extends the result of Li et al. (Stat. Probab. Lett. 14:111–114, 1992), including the results of Baum and Katz (Trans. Am. Math. Soc. 120:108–123, 1965), from the i.i.d. case to a negatively dependent (ND) setting. We complement the results of Ahmed et al. (Stat. Probab. Lett. 58:185–194, 2002) and confirm their conjecture on linear processes in the ND case.

Suggested Citation

  • Jong-Il Baek & Sung-Tae Park, 2010. "RETRACTED ARTICLE: Convergence of Weighted Sums for Arrays of Negatively Dependent Random Variables and Its Applications," Journal of Theoretical Probability, Springer, vol. 23(2), pages 362-377, June.
  • Handle: RePEc:spr:jotpro:v:23:y:2010:i:2:d:10.1007_s10959-008-0198-y
    DOI: 10.1007/s10959-008-0198-y
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    References listed on IDEAS

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    1. Burton, Robert M. & Dehling, Herold, 1990. "Large deviations for some weakly dependent random processes," Statistics & Probability Letters, Elsevier, vol. 9(5), pages 397-401, May.
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