Exponential inequalities for associated random variables and strong laws of large numbers

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	Exponential inequalities for associated random variables and strong laws of large numbers
	Shanchao YANG 1; Min CHEN2
	2007-01-01
发表期刊	Science in China. Series A: Mathematics
ISSN	1006-9283
卷号	50 期号:5 页码:705
摘要	Some exponential inequalities for partial sums of associated random variables are established. These inequalities improve the corresponding results obtained by Ioannides and Roussas (1999), and Oliveira (2005). As application, some strong laws of large numbers are given. For the case of geometrically decreasing covariances, we obtain the rate of convergence n-1/2(log log n)1/2(log n) which is close to the optimal achievable convergence rate for independent random variables under an iterated logarithm, while Ioannides and Roussas (1999), and Oliveira (2005) only got n-1/3 (log n)2/3 and n-1/3 (log n)5/3, separately.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3951
专题	应用数学研究所
作者单位	1.广西师范大学 2.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Shanchao YANG,Min CHEN. Exponential inequalities for associated random variables and strong laws of large numbers[J]. Science in China. Series A: Mathematics,2007,50(5):705.
APA	Shanchao YANG,&Min CHEN.(2007).Exponential inequalities for associated random variables and strong laws of large numbers.Science in China. Series A: Mathematics,50(5),705.
MLA	Shanchao YANG,et al."Exponential inequalities for associated random variables and strong laws of large numbers".Science in China. Series A: Mathematics 50.5(2007):705.