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SOME LIMITING BEHAVIOR FOR ASYMPTOTICALLY NEGATIVE ASSOCIATED RANDOM VARIABLES

Published online by Cambridge University Press:  29 November 2016

Qunying Wu  and
Yuanying Jiang
Qunying Wu
Affiliation:
College of Science, Guilin University of Technology, Guilin 541004, People's Republic of China E-mail: wqy666@glut.edu.cn
Yuanying Jiang
Affiliation:
College of Science, Guilin University of Technology, Guilin 541004, People's Republic of China E-mail: jyy@glut.edu.cn
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Abstract

In this paper, we study the almost sure convergence for sequences of asymptotically negative associated (ANA) random variables. As a result, we extend the classical Khintchine–Kolmogorov convergence theorem, Marcinkiewicz strong law of large numbers, and the three series theorem for sequences of independent random variables to sequences of ANA random variables without necessarily adding any extra conditions.

Keywords

applied probabilityoperations researchsimulationstochastic dynamic programming

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 32 , Issue 1 , January 2018 , pp. 58 - 66
Copyright
Copyright © Cambridge University Press 2016 

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