English

Some deviation inequalities for sums of negatively associated random variables

Probability 2020-05-12 v2

Abstract

Let {Xi,i1}\{X_i,i\geq1\} be a sequence of negatively associated random variables, and let {Xi,i1}\{X_i^\ast,i\geq 1\} be a sequence of independent random variables such that XiX_i^\ast and XiX_i have the same distribution for each ii. Denote by Sk=i=1kXiS_k=\sum_{i=1}^{k}X_i and Sk=i=1kXiS_k^\ast=\sum_{i=1}^{k}X_i^\ast for k1k\geq 1. The well-known results of Shao \cite{Shao2000} sates that Ef(Sn)Ef(Sn)\mathbb{E}f(S_n)\leq \mathbb{E}f(S_n^\ast) for any nondecreasing convex function. Using this very strong property, we obtain a large variety of deviation inequalities for SnS_n

Keywords

Cite

@article{arxiv.2005.01949,
  title  = {Some deviation inequalities for sums of negatively associated random variables},
  author = {WenCong Zhang},
  journal= {arXiv preprint arXiv:2005.01949},
  year   = {2020}
}
R2 v1 2026-06-23T15:18:46.028Z