Large deviations for sums of partly dependent random variables

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Large deviations for sums of partly dependent random variables

We use and extend a method by Hoeffding to obtain strong large deviation bounds for sums of dependent random variables with suitable dependency structure. The method is based on breaking up the sum into sums of independent variables. Applications are given to U -statistics, random strings and random graphs.

متن کامل

On the Convergence Rate of the Law of Large Numbers for Sums of Dependent Random Variables

In this paper, we generalize some results of Chandra and Goswami [4] for pairwise negatively dependent random variables (henceforth r.v.’s). Furthermore, we give Baum and Katz’s [1] type results on estimate for the rate of convergence in these laws.

متن کامل

Strong Laws for Weighted Sums of Negative Dependent Random Variables

In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.

متن کامل

On large deviations for sums of independent random variables

This paper considers large deviation results for sums of independent random variables, generalizing the result of Petrov (1968) by using a weaker and more natural condition on bounds of the cumulant generating functions of the sequence of random variables. MSC 60F10, 60G50, 62E20.

متن کامل

On the Complete Convergence ofWeighted Sums for Dependent Random Variables

We study the limiting behavior of weighted sums for negatively associated (NA) random variables. We extend results in Wu (1999) and a theorem in Chow and Lai (1973) for NA random variables.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Random Structures & Algorithms

سال: 2004

ISSN: 1042-9832

DOI: 10.1002/rsa.20008