the complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. as a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.

the complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. as a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.

where μ = IE(X) ∈ IR and σ = var(X) > 0 are the mean and variance of X . We write X ∼ N (μ, σ). Note that X = σZ + μ for Z ∼ N (0, 1) (called standard Gaussian) and where the equality holds in distribution. Clearly, this distribution has unbounded support but it is well known that it has almost bounded support in the following sense: IP(|X −μ| ≤ 3σ) ≃ 0.997. This is due to the fast decay of the...

2 Preliminaries 7 2.1 Matrices and their singular values . . . . . . . . . . . . . . . . . . 7 2.2 Nets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.3 Sub-gaussian random variables . . . . . . . . . . . . . . . . . . . 9 2.4 Sub-exponential random variables . . . . . . . . . . . . . . . . . . 14 2.5 Isotropic random vectors . . . . . . . . . . . . . . . . . . . . . . ...

When addressing various financial problems, such as estimating stock portfolio risk, it is necessary to derive the distribution of sum dependent random variables. Although deriving this requires identifying joint these variables, exact estimation variables difficult. Therefore, in recent years, studies have been conducted on bound with dependence uncertainty. In stu...

Abstract In this manuscript we give an extension of the classic Salem–Zygmund inequality for locally sub-Gaussian random variables. As application, concentration roots a Kac polynomial is studied, which main contribution manuscript. More precisely, assume existence moment generating function iid coefficients and prove that there exists annulus width $$\begin{aligned} \text {O}( n^{-2}(\log n)^{...

We here provide additional proofs, definitions, lemmas and derivations omitted in the paper. Note that material contained in the latter are referred to by the captions used there (e.g. Theorem 1), whereas auxiliary statements contained exclusively in this supplement are preceded by a capital Roman letter (e.g. Theorem A.1). A Sub-Gaussian random variables and concentration inequalities A random...

we discuss in this paper the strong convergence for weighted sums of negatively orthant dependent (nod) random variables by generalized gaussian techniques. as a corollary, a cesaro law of large numbers of i.i.d. random variables is extended in nod setting by generalized gaussian techniques.