Exponential Inequalities for Positively Associated Random Variables and Applications
نویسندگان
چکیده
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 n−1/2 log logn 1/2 logn 2 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 n−1/3 logn 5/3 derived by Oliveira 2005 for the above case.
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