Xuejun Wang, Shuhe Hu, and Andrei I. Volodin Anhui University, Anhui University, University of Regina
Abstract : Some properties for negatively orthant dependent sequence are discussed. Some strong limit results for the weighted sums are obtained, which generalize the corresponding results for independent sequence and negatively associated sequence. At last, exponential inequalities for negatively orthant dependent sequence are presented.
Keywords : strong convergence, negatively associated random variables, negatively orthant dependent random variables, exponential inequality