【摘 要】
:
Some exponential inequalities for partial sums of associated random variables are established. These inequalities improve the corresponding results obtained by
【机 构】
:
Deptartment of Mathematics,Academy of Mathematics and Systems Science
【基金项目】
:
广西自然科学基金;国家自然科学基金
论文部分内容阅读
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.
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