Probability inequalities for sums of WUOD random variables and their applications

Lamei Chen, Kaiyong Wang*, Miaomiao Gao, Yilun Dong

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Let n be a positive integer, X 1 , .,X n be real-valued random variables and S n = Σ i=1 n X i . When X 1 , .,X n are widely upper orthant dependent, some inequalities for the tail probability of Sn have been given. The obtained results extend some existing results. As applications, the complete convergence of WOD random variables has been investigated.

Original languageEnglish
Pages (from-to)187-203
Number of pages17
JournalJournal of Mathematical Inequalities
Volume13
Issue number1
DOIs
Publication statusPublished - 1 Mar 2019
Externally publishedYes

Keywords

  • Complete convergence
  • Inequalities
  • Tail probability of sums
  • Widely upper orthant dependence

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