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On the negative dependence in Hilbert spaces with applications

Nguyen Thi Thanh Hien, Le Van Thanh, Vo Thi Hong Van (2019)

Applications of Mathematics

This paper introduces the notion of pairwise and coordinatewise negative dependence for random vectors in Hilbert spaces. Besides giving some classical inequalities, almost sure convergence and complete convergence theorems are established. Some limit theorems are extended to pairwise and coordinatewise negatively dependent random vectors taking values in Hilbert spaces. An illustrative example is also provided.

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