Exponential inequalities for associated random variables and strong laws of large numbers
文献类型：期刊论文
| 作者 | Yang, Shan-chao; Chen, Min; Min CHEN
|
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS
 |
| 出版日期 | 2007-05-01 |
| 卷号 | 50期号:5页码:705-714 |
| 关键词 | associated random variable exponential inequality strong law of large numbers rate of convergence |
| ISSN号 | 1006-9283 |
| DOI | 10.1007/s11425-007-0026-3 |
| 英文摘要 | Some exponential inequalities for partial sums of associated random variables are established. These inequalities improve the corresponding results obtained by Ioannides and Roussas (1999), and Oliveira (2005). As application, some strong laws of large numbers are given. For the case of geometrically decreasing covariances, we obtain the rate of convergence n(-1/2)(log log n)(1/2) (log n) which is close to the optimal achievable convergence rate for independent random variables under an iterated logarithm, while loannides and Roussas (1999), and Oliveira (2005) only got n(-1/3) (log n)(2/3) and n(-1/3)(log n)(5/3), separately. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000247154400010 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3950]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Chen, Min |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Guangxi Normal Univ, Dept Math, Guilin 541004, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yang, Shan-chao,Chen, Min,Min CHEN. Exponential inequalities for associated random variables and strong laws of large numbers[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2007,50(5):705-714. |
| APA | Yang, Shan-chao,Chen, Min,&Min CHEN.(2007).Exponential inequalities for associated random variables and strong laws of large numbers.SCIENCE IN CHINA SERIES A-MATHEMATICS,50(5),705-714. |
| MLA | Yang, Shan-chao,et al."Exponential inequalities for associated random variables and strong laws of large numbers".SCIENCE IN CHINA SERIES A-MATHEMATICS 50.5(2007):705-714. |
入库方式： OAI收割
来源：数学与系统科学研究院
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