On the negative dependence in Hilbert spaces with applications

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 coordinate...

Full description

Saved in:
Bibliographic Details
Published in:Applications of mathematics (Prague) 2019-02, Vol.64 (1), p.45-59
Main Authors: Hien, Nguyen Thi Thanh, Thanh, Le Van, Van, Vo Thi Hong
Format: Article
Language:English
Subjects:
Analysis
Applications of Mathematics
Classical and Continuum Physics
Convergence
Dependence
Hilbert space
Mathematical analysis
Mathematical and Computational Engineering
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Optimization
Theorems
Theoretical
Vectors (mathematics)
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
ISSN:0862-7940
1572-9109
DOI:10.21136/AM.2018.0060-18