Some Exponential Inequalities for Negatively Orthant Dependent Random Variables

2020 ◽  
Vol 36 (4) ◽  
pp. 847-856
Author(s):  
Xue-jun Wang ◽  
Shu-he Hu
Keyword(s):  
Random Variables ◽  
Exponential Inequalities ◽  
Dependent Random Variables

Some Inequalities of Partial Sums for Negatively Dependent Random Variables

2012 ◽  
Vol 195-196 ◽  
pp. 694-700
Author(s):  
Hai Wu Huang ◽  
Qun Ying Wu ◽  
Guang Ming Deng
Keyword(s):  
Random Variables ◽  
Independent Random Variables ◽  
Partial Sums ◽  
Exponential Inequalities ◽  
Dependent Random Variables ◽  
Probability Inequalities ◽  
Associated Random Variables ◽  
Negatively Dependent Random Variables

The main purpose of this paper is to investigate some properties of partial sums for negatively dependent random variables. By using some special numerical functions, and we get some probability inequalities and exponential inequalities of partial sums, which generalize the corresponding results for independent random variables and associated random variables. At last, exponential inequalities and Bernsteins inequality for negatively dependent random variables are presented.

scholarly journals On Some Conditions for Strong Law of Large Numbers for Weighted Sums of END Random Variables under Sublinear Expectations

2019 ◽  
Vol 2019 ◽  
pp. 1-8
Author(s):  
Xiaochen Ma ◽  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Law Of Large Numbers ◽  
Random Variables ◽  
Weighted Sums ◽  
Dependent Random Variables ◽  
Strong Law ◽  
Sublinear Expectation ◽  
Negatively Dependent Random Variables ◽  
Large Numbers ◽  
End Random Variables

In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space. Our consequences contain the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for weighted sums of extended negatively dependent random variables. Furthermore, our results extend strong law of large numbers for some sequences of random variables from the traditional probability space to the sublinear expectation space context.

Sign in / Sign up

Export Citation Format

Share Document