Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
From MaRDI portal
Publication:2258086
DOI10.1007/S11464-014-0376-4zbMath1309.60025OpenAlexW2129533883MaRDI QIDQ2258086
Publication date: 2 March 2015
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-014-0376-4
Cites Work
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Basic renewal theorems for random walks with widely dependent increments
- Stability of sums of weighted nonnegative random variables
- Precise large deviations for dependent random variables with heavy tails
- Some concepts of negative dependence
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- An elementary proof of the strong law of large numbers
- Some Concepts of Dependence
This page was built for publication: Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables