ON THE PRECISE ASYMPTOTICS IN COMPLETE MOMENT CONVERGENCE OF NA SEQUENCES

다국어 초록 (Multilingual Abstract)

Let $X_1$, $X_2$, $\cdots$ be identically distributed negatively associated random variables with $EX_1\;=\;0$ and $E|X_1|^3$ < $\infty$. In this paper we prove $lim_{{\epsilon\downarrow}0}\;\frac{1}{-\log\;\epsilon}\sum\limits_{n=1}^\infty\frac{1}{n^2}ES_n^2I\{|S_n|\;{\geq}\;{\sigma\epsilon}n\}\;=\;2$ and $lim_{\epsilon\downarrow0}\;\epsilon^{2-p}\sum\limits_{n=1}^\infty\frac{1}{n^p}$ $E|S_n|^pI\{|S_n|\;{\geq}\;{\sigma\epsilon}n\}\;=\;\frac{2}{2-p}$ for 0 < p < 2, where $S_n\;=\;\sum\limits_{i=1}^{n}X_i$ and 0 < $\sigma^2\;=\;EX_1^2\;+\;\sum\limits_{i=2}^{\infty}Cov(X_1,\;X_i)$ < $\infty$. We consider some results of i.i.d. random variables obtained by Liu and Lin(2006) under negative association assumption.