On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables

For a sequence of lower negatively dependent nonnegative random variables Xn,n[greater-or-equal, slanted]1 , conditions are provided under which almost surely where bn,n[greater-or-equal, slanted]1 is a nondecreasing sequence of positive constants. The results are new even when they are specialized to the case of nonnegative independent and identically distributed summands and bn=nr, n[greater-or-equal, slanted]1 where r>0.

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Year of publication:	2005
Authors:	Klesov, Oleg ; Rosalsky, Andrew ; Volodin, Andrei I.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 71.2005, 2, p. 193-202
Publisher:	Elsevier
Keywords:	Sums of lower negatively dependent random variables Nonnegative random variables Sums of independent and identically distributed random variables Almost sure growth rate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319569