Some basic theorical properties and complete convergence the

orems for sums of weakly negative dependent are provided. Using the theo-

retical results, limit behavior of empirical distribution and sample pth ...

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 Marcinkiewicz-Zygmund strong law...

In this paper, we present some general results concerning complete convergence for arrays of dependent random variables,dominated in a sense by independent random variables. As an application, we obtain the Baum–Katz-type theorem for arrays of some...

In this paper, we derive two maximal inequalities for quadratic forms of negative

superadditive dependence random variables. Then, we obtain the strong law of large

numbers and the rate of convergence under some suitable conditions...

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 sequences, weak negative...

In this paper, we study complete convergence for weighted sums of dependent random sequences. In particular, we obtain the Hsu-Robbins-Erdos type theorem for dependent random variables, dominated in a sense by independent random variables. Moreover...

This note considers the wavelet based linear density estimator for the

probability density function considered in Prakasa Rao [11]. The results

obtained for associated sequences by Prakasa Rao [11] are ...

In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate ...

We discuss in this paper the strong convergence for weighted sums of negatively orthant dependent (NOD) random variables by generalized Gaussian techniques. As a corollary, a Cesaro law of large numbers of i.i.d. random ...

In this paper we suppose that {Xn, n ≥ 1} is a stationary sequence of

m-dependent random variables with survival function F(x) = P(X > x).

We discuss on strong consistency, point wise as well as uniform of F (x...