MARCINKIEWICZ-TYPE STRONG LAW OF LARGE NUMBERS FOR DOUBLE ARRAYS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

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In the following work we present a proof for the strong law of large numbers for pairwise negatively dependent random variables which relaxes the usual assumption of pairwise independence. Let be a double sequence of pairwise negatively dependent random variables. If for all non-negative real numbers t and , for 1 < p < 2, then we prove that (1). In addition, it also converges to 0 in . The results can be generalized to an r-dimensional array of random variables under condition , thus, extending Choi and Sung’s result [7] of one dimensional case for negatively dependent random variables.

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Journal title

volume 13  issue 3

pages  -

publication date 2002-09-01

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