Negatively dependent bounded random variable probability inequalities and the strong law of large numbers.
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Amini, M., Bozorgnia, A. (2000)
Journal of Applied Mathematics and Stochastic Analysis
Michel Weber (1991)
Séminaire de probabilités de Strasbourg
Marek Beśka (2010)
Applicationes Mathematicae
Let be a Gaussian sequence with for each i and suppose its correlation matrix is the matrix of some linear operator R:l₂→ l₂. Then for , i=1,2,..., where μ is the standard normal distribution, we estimate the variation of the sum of the Gaussian functionals , i=1,2,... .
Gnedin, Alexander, Hansen, Ben, Pitman, Jim (2007)
Probability Surveys [electronic only]
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