A lower bound for the tail probability of partial maxima of dependent random variables and applications
In this paper, we establish a non-asymptotic lower bound for the running maximum of an asymptotically almost negatively associated (AANA) family of random variables. The obtained result is applied to characterize the Kolmogorov–Feller weak law of large numbers for these sequences. We also provide a simplified proof of the necessity part in the Baum–Katz law of large numbers in the AANA setting.
Volume 131, 2021
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