Centre for Mathematics, University of Coimbra

<Reference List>
Type:	Preprint
National /International:	International
Title:	Convergence rates for weighted sums of associated random variables and a Marcinkiewicz-Zygmund law
Publication Date:	2015-04-20
Authors:	- Tonguç Çagin - Paulo Eduardo Oliveira
Abstract:	We study the almost sure convergence and rates of weighted sums of associated random variables under the classical assumption of existence of Laplace transforms. This assumption implies the existence of every moment, so we address the same problem assuming a suitable decrease rate on tail joint probabilities which only implies the existence of finitely many moments, proving the analogous characterizations of convergence and rates. Still relaxing further the assumptions on moment existence, we also prove a Marcinkiewicz-Zygmund for associated variables without means, complementing existing results for this dependence structure.
Institution:	DMUC 15-17
Online version:	http://www.mat.uc.pt...prints/eng_2015.html
Download:	Not available