Abstract
We first obtain the Petrov theorem for pairwise NQD (negative quadrant dependent) random variables which may have different distributions. Some well-known results are improved and extended. Next, we give an example to clarify one of the important properties of sequences of pairwise NQD random variables, so that we can point out some mistakes that have appeared in recent published papers.
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Foundation item: Supported by the National Natural Science Foundation of China (10671149)
Biography: GAN Shixin, male, Professor, research directions: probability limiting theory, martingale theory and Banach space geometry theory.
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Gan, S., Chen, P. Some remarks for sequences of pairwise NQD random variables. Wuhan Univ. J. Nat. Sci. 15, 467–470 (2010). https://doi.org/10.1007/s11859-010-0685-8
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DOI: https://doi.org/10.1007/s11859-010-0685-8
Key words
- pairwise NQD random variable sequence
- convergence in probability
- almost sure convergence
- Marcinkiewicz type weak law of law numbers