Skip to main content
Article thumbnail
Location of Repository

Exponential Inequalities for Positively Associated Random Variables and Applications

By Yang Shanchao, Liu Ailin and Xing Guodong

Abstract

<p>Abstract</p> <p>We establish some exponential inequalities for positively associated random variables without the boundedness assumption. These inequalities improve the corresponding results obtained by Oliveira (2005). By one of the inequalities, we obtain the convergence rate <inline-formula> <graphic file="1029-242X-2008-385362-i1.gif"/></inline-formula> for the case of geometrically decreasing covariances, which closes to the optimal achievable convergence rate for independent random variables under the Hartman-Wintner law of the iterated logarithm and improves the convergence rate <inline-formula> <graphic file="1029-242X-2008-385362-i2.gif"/></inline-formula> derived by Oliveira (2005) for the above case.</p

Topics: Mathematics, QA1-939, Science, Q, DOAJ:Mathematics, DOAJ:Mathematics and Statistics
Publisher: Springer
Year: 2008
OAI identifier: oai:doaj.org/article:007505d309fe4539b3fd1566f58c02b8
Journal:
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • https://doaj.org/toc/1029-242X (external link)
  • https://doaj.org/toc/1025-5834 (external link)
  • http://www.journalofinequaliti... (external link)
  • https://doaj.org/article/00750... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.