File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1239/jap/1294170508
- Scopus: eid_2-s2.0-79958769547
- WOS: WOS:000286958100002
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: The strong law of large numbers for extended negatively dependent random variables
Title | The strong law of large numbers for extended negatively dependent random variables |
---|---|
Authors | |
Keywords | Asymptotics Borel-Cantelli lemma Lower/upper extended negative dependence Renewal counting process Strong law of large numbers Truncation |
Issue Date | 2010 |
Publisher | Applied Probability Trust. The Journal's web site is located at http://www.shef.ac.uk/uni/companies/apt/ap.html |
Citation | Journal Of Applied Probability, 2010, v. 47 n. 4, p. 908-922 How to Cite? |
Abstract | A sequence of random variables is said to be extended negatively dependent (END) if the tails of its finite-dimensional distributions in the lower-left and upper-right corners are dominated by a multiple of the tails of the corresponding finite-dimensional distributions of a sequence of independent random variables with the same marginal distributions. The goal of this paper is to establish the strong law of large numbers for a sequence of END and identically distributed random variables. In doing so we derive some new inequalities of large deviation type for the sums of END and identically distributed random variables being suitably truncated. We also show applications of our main result to risk theory and renewal theory. © 2010 Applied Probability Trust. |
Persistent Identifier | http://hdl.handle.net/10722/142513 |
ISSN | 2023 Impact Factor: 0.7 2023 SCImago Journal Rankings: 0.551 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Chen, Y | en_HK |
dc.contributor.author | Chen, A | en_HK |
dc.contributor.author | Ng, KW | en_HK |
dc.date.accessioned | 2011-10-28T02:50:03Z | - |
dc.date.available | 2011-10-28T02:50:03Z | - |
dc.date.issued | 2010 | en_HK |
dc.identifier.citation | Journal Of Applied Probability, 2010, v. 47 n. 4, p. 908-922 | en_HK |
dc.identifier.issn | 0021-9002 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/142513 | - |
dc.description.abstract | A sequence of random variables is said to be extended negatively dependent (END) if the tails of its finite-dimensional distributions in the lower-left and upper-right corners are dominated by a multiple of the tails of the corresponding finite-dimensional distributions of a sequence of independent random variables with the same marginal distributions. The goal of this paper is to establish the strong law of large numbers for a sequence of END and identically distributed random variables. In doing so we derive some new inequalities of large deviation type for the sums of END and identically distributed random variables being suitably truncated. We also show applications of our main result to risk theory and renewal theory. © 2010 Applied Probability Trust. | en_HK |
dc.language | eng | en_US |
dc.publisher | Applied Probability Trust. The Journal's web site is located at http://www.shef.ac.uk/uni/companies/apt/ap.html | en_HK |
dc.relation.ispartof | Journal of Applied Probability | en_HK |
dc.rights | Journal of Applied Probability. Copyright © Applied Probability Trust. | en_US |
dc.subject | Asymptotics | en_HK |
dc.subject | Borel-Cantelli lemma | en_HK |
dc.subject | Lower/upper extended negative dependence | en_HK |
dc.subject | Renewal counting process | en_HK |
dc.subject | Strong law of large numbers | en_HK |
dc.subject | Truncation | en_HK |
dc.title | The strong law of large numbers for extended negatively dependent random variables | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0021-9002&volume=47&issue=4&spage=908&epage=922&date=2010&atitle=The+strong+law+of+large+numbers+for+extended+negatively+dependent+random+variables | - |
dc.identifier.email | Ng, KW: kaing@hkucc.hku.hk | en_HK |
dc.identifier.authority | Ng, KW=rp00765 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1239/jap/1294170508 | en_HK |
dc.identifier.scopus | eid_2-s2.0-79958769547 | en_HK |
dc.identifier.hkuros | 184663 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-79958769547&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 47 | en_HK |
dc.identifier.issue | 4 | en_HK |
dc.identifier.spage | 908 | en_HK |
dc.identifier.epage | 922 | en_HK |
dc.identifier.isi | WOS:000286958100002 | - |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Chen, Y=42261457500 | en_HK |
dc.identifier.scopusauthorid | Chen, A=7403392194 | en_HK |
dc.identifier.scopusauthorid | Ng, KW=7403178774 | en_HK |
dc.identifier.issnl | 0021-9002 | - |