Home Limit Theorems for Weighted Sums of Asymptotically Negatively Associated Random Variables Under Some General Conditions
Article
Licensed
Unlicensed Requires Authentication

Limit Theorems for Weighted Sums of Asymptotically Negatively Associated Random Variables Under Some General Conditions

  • Haiwu Huang EMAIL logo , Hongguo Zeng and Yanqin Fan
Published/Copyright: August 4, 2023
Become an author with De Gruyter Brill

ABSTRACT

In this work, suppose that {X n ; n ≥ 1}is a sequence of asymptotically negatively associated random variables and {a ni ; 1 ≤ in, n ≥ 1} is an array of real numbers such that i=1n|ani|q=O(n) for some q > max {αp1α1/2,2} with αp > 1 and α>12 . Let l (x) > 0 be a slowly varying function at infinity. We establish some equivalent conditions of the complete convergence for weighted sums of this form

n=1nαp2l(n)P(max1jn|i=1janiXi|>εnα)<forallε>0.

As applications, some strong laws of large numbers for weighted sums of asymptotically negatively associated random variables are also obtained.

2020 Mathematics Subject Classification: Primary 60F15

(Communicated by Gejza Wimmer)


Funding statement: This paper is supported by Guangxi Special Project of Science and Technology Base and Talent Development (Guike AD23026016) and the Doctor and the Professor Natural Science Foundation of Guilin University of Aerospace Technology (KX202103701).

Acknowledgement

The authors are most grateful to the Editor Professor Gejza Wimmer and two anonymous referees for carefully reading the manuscript and for offering some valuable suggestions and comments, which greatly helped in improving an earlier version of this paper.

REFERENCES

[1] ADLER, A.—ROSALSKY, A.: Some general strong laws for weighted sums of stochastically dominated random variables, Stoch. Anal. Appl. 5 (1987), 1–16.10.1080/07362998708809104Search in Google Scholar

[2] ADLER, A.—ROSALSKY, A.—TAYLOR, R. L.: Strong laws of large numbers for weighted sums of random elements in normed linear spaces, Int. J. Math. Math. Sci. 12 (1989), 507–530.10.1155/S0161171289000657Search in Google Scholar

[3] ALAM, K.—SAXENA, K. M. L.: Positive dependence in multivariate distributions, Comm. Statist. Theory Methods 10(2) (1981), 1183–1196.10.1080/03610928108828102Search in Google Scholar

[4] BAI, Z. D.—SU, C.: The complete convergence for partial sums of i.i.d. random variables, Sci. Sinica Ser. A. 28(12) (1985), 1261–1277.Search in Google Scholar

[5] BAUM, L. E.—KATZ, M.: Convergence rates in the law of large numbers, Trans. Amer. Math. Soc. 120(1) (1965), 108–123.10.1090/S0002-9947-1965-0198524-1Search in Google Scholar

[6] BRADLEY, R. C.: On the spectral density and asymptotic normality of weakly dependent random fields, J. Theoret. Probab. 5(2) (1992), 355–373.10.1007/BF01046741Search in Google Scholar

[7] CHEN, Z.—LU, C.—SHEN, Y.—WANG, R.—WANG, X. J.: On complete and complete moment conver- gence for weighted sums of ANA random variables and applications, J. Stat. Comput. Simul. 89(15) (2019), 2871–2898.10.1080/00949655.2019.1643346Search in Google Scholar

[8] CHENG, N.—LU, C.—QI, J. B.—WANG, X. J.: Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models, Statist. Papers 63(2) (2022), 397–419.10.1007/s00362-021-01244-1Search in Google Scholar

[9] ERDÖS, P.: On a theorem of Hsu and Robbins, Ann. Math. Statist. 20 (1949), 286–291.10.1214/aoms/1177730037Search in Google Scholar

[10] HSU, P. L.—ROBBINS, H.: Complete convergence and the law of large numbers, Proc. Nat. Acad. Sci. USA 33(2) (1947), 25–31.10.1073/pnas.33.2.25Search in Google Scholar PubMed PubMed Central

[11] HUANG, H. W.: Equivalent conditions of complete convergence for weighted sums of ANA random variables, Math. Slovaca 68(6) (2018), 1495–1505.10.1515/ms-2017-0197Search in Google Scholar

[12] HUANG, H. W.—PENG, J. Y.—WU, X. T.—WANG, B.: Complete convergence and complete moment con- vergence for arrays of rowwise ANA random variables, J. Inequal. Appl. 2016 (2016), Art. No. 72.10.1186/s13660-016-1016-1Search in Google Scholar

[13] HUANG, H. W.—ZHANG, Q. X.—WU, X. T.: Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables, J. Inequal. Appl. 2018 (2018), Art. No. 324.10.1186/s13660-018-1906-5Search in Google Scholar PubMed PubMed Central

[14] HUANG, H. W.—ZOU, H.—ZHANG, Q. X.: Equivalent conditions of the complete convergence for weighted sums of NSD random variables, Comm. Statist. Theory Methods 48(18) (2019), 4675–4689.10.1080/03610926.2018.1500601Search in Google Scholar

[15] JOAG-DEV, K.—PROSCHAN, F.: Negative association of random variables with applications, Ann. Statist. 11(1) (1983), 286–295.10.1214/aos/1176346079Search in Google Scholar

[16] KO, M. H.: Complete convergence for coordinatewise asymptotically negatively associated random vectors in Hilbert spaces, Comm. Statist. Theory Methods 47(3) (2017), 671–680.10.1080/03610926.2017.1310242Search in Google Scholar

[17] LANG, J. J.—CHENG, L.—YU, Z. Q.—WU, Y.—WANG, X. J.: Complete f-moment convergence for ran- domly weighted sums of extended negatively dependent random variables and its statistical application, Theor. Probab. Appl. 67(2) (2022), 327–350.10.4213/tvp5399Search in Google Scholar

[18] LIU, X. D.—LIU, J. X.: Moments of the maximum of normed partial sums of ρ -mixing random variables, Appl. Math. J. Chinese Univ. Ser. 24(3) (2009), 355–360.10.1007/s11766-009-1971-0Search in Google Scholar

[19] PENG, Y. J.—ZHENG, X. Q.—YU, W.—HE, K. X.—WANG, X. J.: Strong law of large numbers for weighted sums of random variables and its applications in EV regression models, J. Syst. Sci. Complex. 35(1) (2022), 342–360.10.1007/s11424-020-0098-5Search in Google Scholar

[20] TANG, X. F.—XI, M. M.—WU, Y.—WANG, X. J.: Asymptotic normality of a wavelet estimator for asymp- totically negatively associated errors, Statist. Probab. Lett. 140(1) (2018), 191–201.10.1016/j.spl.2018.04.024Search in Google Scholar

[21] WANG, J. F.—LU, F. B.: Inequalities of maximum partial sums and weak convergence for a class of weak dependent random variables, Acta Math. Sin. 22(3) (2006), 693–700.10.1007/s10114-005-0601-xSearch in Google Scholar

[22] WANG, X. J.—WU, Y.: On complete convergence and complete moment convergence for a class of random variables, J. Korean Math. Soc. 54(3) (2017), 877–896.10.4134/JKMS.j160293Search in Google Scholar

[23] WANG, J. F.—ZHANG, L. X.: A Berry-Esseen theorem and a law of the iterated logarithm for asymptotically negatively associated sequences, Acta Math. Sin. 23(1) (2007), 127–136.10.1007/s10114-005-0800-5Search in Google Scholar

[24] WU, Q. Y.: Probability Limit Theory for Mixing Sequences, Science Press of China, Beijing, 2006.Search in Google Scholar

[25] WU, Q. Y.—JIANG, Y. Y.: Some limiting behavior for asymptotically negatively associated random variables, Probab. Engrg. Inform. Sci. 32(1) (2018), 58–66.10.1017/S0269964816000437Search in Google Scholar

[26] YUAN, D. M.—WU, X. S.: Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesàro alpha-integrability assumption, J. Statist. Plan. Inference 140(9) (2010), 2395–2402.10.1016/j.jspi.2010.02.011Search in Google Scholar

[27] ZHANG, L. X.: Central limit theorems for asymptotically negatively associated random fields, Acta Math. Sin. 16(4) (2000), 691–710.10.1007/s101140000084Search in Google Scholar

[28] ZHANG, L. X.—WANG, X. Y.: Convergence rates in the strong laws of asymptotically negatively associated random fields, Appl. Math. J. Chinese Univ. Ser. B. 14(4) (1999), 406–416.10.1007/s11766-999-0070-6Search in Google Scholar

[29] ZHOU, X. C.: Complete moment convergence of moving average processes under φ-mixing assumptions, Statist. Probab. Lett. 80(5) (2010), 285–292.10.1016/j.spl.2009.10.018Search in Google Scholar

Received: 2022-04-25
Accepted: 2022-10-26
Published Online: 2023-08-04

© 2023 Mathematical Institute Slovak Academy of Sciences

Downloaded on 25.10.2025 from https://www.degruyterbrill.com/document/doi/10.1515/ms-2023-0076/html
Scroll to top button