complete convergence for maximal sums of negatively associated random variables最大的成套收敛性负相关的随机变量.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2010, Article ID 764043, 17 pages doi:10.1155/2010/764043 Research Article Complete Convergence for Maximal Sums of Negatively Associated Random Variables Victor M. Kruglov Department of Statistics, Faculty of Computational Mathematics and Cybernetics, Moscow State University, Vorobyovy Gory, GSP-1, 119992, Moscow, Russia Correspondence should be addressed to Victor M. Kruglov, krugvictor@ Received 24 December 2009; Accepted 1 April 2010 Academic Editor: Mohammad Fraiwan Al-Saleh Copyright q 2010 Victor M. Kruglov. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Necessary and sufficient conditions are given for the complete convergence of maximal sums of identically distributed negatively associated random variables. The conditions are expressed in terms of integrability of random variables. Proofs are based on new maximal inequalities for sums of bounded negatively associated random variables. 1. Introduction The paper by Hsu and Robbins 1 initiated a great interest to the complete convergence of sums of independent random variables. Their research was continued by Erdos 2, 3, ¨ Spitzer 4, and Baum and Katz 5. Kruglov et al. 6 proved two general theorems that provide sufficient conditions for the complete convergence for sums of arrays of row-wise independent random variables. In the paper of Kruglov and Volodin 7, a criterion was proved for the complete convergence of sums of independent identically distributed random varia