#NAME?

Let Xl,...,Xn be negatively dependent uniformly bounded random

variables with d.f. F(x). In this paperwe obtain bounds for the^ probabilities

P(I Y=IXil >_nt) and P(l(pn-pl >e) where pn is the

sample ...

In this paper we study the SLLN of weighted sums for ND random variables.

In this paper, we obtain the upper exponential bounds for the tail probabilities of the quadratic forms for negatively dependent subgaussian random variables. In particular the law of iterated logarithm for quadratic forms ...

In this paper, we extend some exponential bounds for tail probabilities of bilinear forms for negatively dependent subgaussian random variables. Then by using these inequalities we obtain the law of the iterated logarithm ...

Martingales are a class of stochastic processes which has had profound influence on the development

of probability theory and stochastic processes.

Some recent developments are related to mathematical ...

We study the complete convergence of moving-average processes based on an identically

distributed doubly infinite sequence of negatively superadditive-dependent random variables.

As a corollary, the ...

Some basic theoretical properties and complete convergence theorems for weighted sums of

weakly negative dependent are provided and applied to random weighting estimate. Moreover, various

examples are presented

We study sequences of dependent random variables which in a sense are dominated

by a sequence of independent random variables. The introduced concept unifies the notion

of widely upper (lower) orthant dependent ...