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Extend the Borel-Cantelli lemma to sequences of non-independent random variables
Borel-cantelli Lemma Cauchy-schwarz Inequality
2010/9/21
In this paper we discus on the Borel-Cantelli lemma when the condition of independent events is replaced by negative quadrant dependent condition.
On the precise asymptotics in complete moment convergence of moving average processes under NA random variables
Complete convergence Moving average Negatively associated random variable
2010/9/10
On the precise asymptotics in complete moment convergence of moving average processes under NA random variables.
A Bound on the Deviation Probability for Sums of Non-Negative Random Variables
Deviation bounds Bernstein's inequality Hoeffdings inequality
2008/7/3
A simple bound is presented for the probability that the sum of nonnegative independent random variables is exceeded by its expectation by more than a positive number t. If the variables have the same...
L'Hospital Type Rules for Monotonicity: Applications to Probability Inequalities for Sums of Bounded Random Variables
L'Hospital's Rule Monotonicity Probability inequalities Sums of independent random variables Student's statistic
2008/7/1
This paper continues a series of results begun by a l'Hospital type rule for monotonicity, which is used here to obtain refinements of the Eaton-Pinelis inequalities for sums of bounded independent ra...
On Schur-Convexity of Expectation of Weighted Sum of Random Variables with Applications
Schur-convex function Optimisation Sum of weighted random variables
2008/6/27
We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights. Furthermore, we ...
Convergence of Jamison-Type Weighted Sums of Pairwise Negatively Quadrant Dependent Random Variables
pairwise NQD sequence weighted sum
2007/12/10
Under very general weight function, we discuss the convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent (NQD) r.v.'s. The results on i.i.d. setting of [3] and [1] are ex...