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Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap

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Abstract

Let {X n,j , 1 ⩽ jm(n), n ⩾ 1} be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let 0 < b n → ∞. Conditions are given for \(\sum\nolimits_{j = 1}^{m(n)} {{X_{n,j}}/{b_n} \to 0} \) completely and for \({\max _{1 \leqslant k \leqslant m(n)}}|\sum\nolimits_{j = 1}^k {{X_{n,j}}|/{b_n} \to 0} \) completely. As an application of these results, we obtain a complete convergence theorem for the row sums \(\sum\nolimits_{j = 1}^{m(n)} {X_{n,j}^*} \) of the dependent bootstrap samples \(\{ \{ X_{n,j}^*,1 \leqslant j \leqslant m(n)\} ,n \geqslant 1\} \) arising from a sequence of i.i.d. random variables {X n , n ⩾ 1}.

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Correspondence to Andrew Rosalsky.

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The research of Y.Wu was supported by the Humanities and Social Sciences Foundation for the Youth Scholars of Ministry of Education of China (12YJCZH217), the Natural Science Foundation of Anhui Province (1308085MA03), and the Key Natural Science Foundation of Anhui Educational Committee (KJ2014A255).

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Rosalsky, A., Wu, Y. Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap. Appl Math 60, 251–263 (2015). https://doi.org/10.1007/s10492-015-0094-6

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