A Note on Weighted Sums of Associated Random Variables
Author(s) -
Tonguç Çağın,
Paulo Eduardo Oliveira
Publication year - 2014
Publication title -
acta mathematica academiae scientiarum hungaricae
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.536
H-Index - 41
eISSN - 0236-5294
pISSN - 0001-5954
DOI - 10.1007/s10474-014-0397-1
Subject(s) - mathematics , random variable , moment (physics) , convergence (economics) , convergence of random variables , combinatorics , second moment of area , statistics , geometry , physics , classical mechanics , economics , economic growth
We prove the convergence of weighted sums of associated random variables normalized by $n^{1/p}$, $p\in(1,2)$, assuming the existence of moments somewhat larger than $p$, depending on the behaviour of the weights, improving on previous results by getting closer to the moment assumption used for the case of constant weights. Besides moment conditions we assume a convenient behaviour either on truncated covariances or on joint tail probabilities. Our results extend analogous characterizations known for sums of independent or negatively dependent random variables
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