Let $ S_n = \sum_{i = 1}^nX_i $ and $ M_n = \max_{1\le k\le n}|S_k| $. We establish a single-threshold converse for identically distributed $ m $-negatively associated ($ m $-NA) random variables. If, for some $ \varepsilon_0>0 $,
$ \sum\limits_{n\ge1}n^{q/p-2} \mathbb{P}(M_n>\varepsilon_0n^{1/p})<\infty, $
where $ p>0 $ and $ q\ge p $, then $ \mathbb{E}|X_1|^q < \infty $; moreover, for $ p>1 $, convergence at this single threshold also forces $ \mathbb{E} X_1 = 0 $. Consequently, when $ 1 < p < 2 $ and $ q\ge p $, the moment and centering conditions are equivalent both to maximal convergence at every positive threshold and to maximal convergence at some positive threshold. At the endpoint $ p = 1 $, we determine the threshold profile exactly: The infimum of the convergent thresholds equals $ | \mathbb{E} X_1| $. The proof combines a lower maximal-tail estimate on an interlaced NA subsequence with dyadic reconstruction and a weak-law drift-recovery argument, thereby separating tail integrability from deterministic drift. We also show that the maximum cannot be replaced by the terminal sum: A symmetric NA pair-cancellation construction has a summable terminal-sum series despite an infinite $ q $-th moment, whereas its maximal series diverges at least logarithmically. Finally, the relation with known sufficiency results is made explicit, and corresponding subcritical complete-moment and $ f $-moment consequences are recorded. Together these results give a maximal Baum–Katz characterization under the stated dependence structure.
Citation: Sen Zhang, Yunzhi Zhu, Saisai Hou. Single-threshold maximal Baum–Katz characterizations for m-negatively associated random variables[J]. AIMS Mathematics, 2026, 11(9): 31814-31832. doi: 10.3934/math.20261252
Let $ S_n = \sum_{i = 1}^nX_i $ and $ M_n = \max_{1\le k\le n}|S_k| $. We establish a single-threshold converse for identically distributed $ m $-negatively associated ($ m $-NA) random variables. If, for some $ \varepsilon_0>0 $,
$ \sum\limits_{n\ge1}n^{q/p-2} \mathbb{P}(M_n>\varepsilon_0n^{1/p})<\infty, $
where $ p>0 $ and $ q\ge p $, then $ \mathbb{E}|X_1|^q < \infty $; moreover, for $ p>1 $, convergence at this single threshold also forces $ \mathbb{E} X_1 = 0 $. Consequently, when $ 1 < p < 2 $ and $ q\ge p $, the moment and centering conditions are equivalent both to maximal convergence at every positive threshold and to maximal convergence at some positive threshold. At the endpoint $ p = 1 $, we determine the threshold profile exactly: The infimum of the convergent thresholds equals $ | \mathbb{E} X_1| $. The proof combines a lower maximal-tail estimate on an interlaced NA subsequence with dyadic reconstruction and a weak-law drift-recovery argument, thereby separating tail integrability from deterministic drift. We also show that the maximum cannot be replaced by the terminal sum: A symmetric NA pair-cancellation construction has a summable terminal-sum series despite an infinite $ q $-th moment, whereas its maximal series diverges at least logarithmically. Finally, the relation with known sufficiency results is made explicit, and corresponding subcritical complete-moment and $ f $-moment consequences are recorded. Together these results give a maximal Baum–Katz characterization under the stated dependence structure.
| [1] |
P. L. Hsu, H. Robbins, Complete convergence and the law of large numbers, Proc. Natl. Acad. Sci. USA, 33 (1947), 25–31. https://doi.org/10.1073/pnas.33.2.25 doi: 10.1073/pnas.33.2.25
|
| [2] |
L. E. Baum, M. Katz, Convergence rates in the law of large numbers, Trans. Amer. Math. Soc., 120 (1965), 108–123. https://doi.org/10.1090/S0002-9947-1965-0198524-1 doi: 10.1090/S0002-9947-1965-0198524-1
|
| [3] |
K. Joag-Dev, F. Proschan, Negative association of random variables, with applications, Ann. Statist., 11 (1983), 286–295. https://doi.org/10.1214/aos/1176346079 doi: 10.1214/aos/1176346079
|
| [4] |
H. Y. Liang, C. Su, Complete convergence for weighted sums of NA sequences, Statist. Probab. Lett., 45 (1999), 85–95. https://doi.org/10.1016/S0167-7152(99)00046-2 doi: 10.1016/S0167-7152(99)00046-2
|
| [5] |
T. C. Hu, C. Y. Chiang, R. L. Taylor, On complete convergence for arrays of rowwise $ m $-negatively associated random variables, Nonlinear Anal., 71 (2009), e1075–e1081. https://doi.org/10.1016/j.na.2009.01.104 doi: 10.1016/j.na.2009.01.104
|
| [6] |
A. Shen, Y. Zhang, B. Xiao, A. Volodin, Moment inequalities for $ m $-negatively associated random variables and their applications, Stat. Papers, 58 (2017), 911–928. https://doi.org/10.1007/s00362-015-0731-x doi: 10.1007/s00362-015-0731-x
|
| [7] |
Y. Wu, T. C. Hu, A. Volodin, Complete convergence and complete moment convergence for weighted sums of $ m $-NA random variables, J. Inequal. Appl., 2015 (2015), 200. https://doi.org/10.1186/s13660-015-0717-1 doi: 10.1186/s13660-015-0717-1
|
| [8] |
M. Wang, M. Wang, X. Wang, F. Zhang, Complete $ f $-moment convergence for arrays of rowwise $ m $-negatively associated random variables and its statistical applications, Stoch. Models, 39 (2023), 632–661. https://doi.org/10.1080/15326349.2022.2149554 doi: 10.1080/15326349.2022.2149554
|
| [9] |
J. Hao, Y. Wu, Complete convergence and complete $ f $-moment convergence for $ m $-negatively associated random variables, Filomat, 39 (2025), 2789–2804. https://doi.org/10.2298/FIL2508789H doi: 10.2298/FIL2508789H
|
| [10] |
Y. Wu, X. Wang, A. Shen, Strong convergence properties for weighted sums of $ m $-asymptotic negatively associated random variables and statistical applications, Stat. Papers, 62 (2021), 2169–2194. https://doi.org/10.1007/s00362-020-01179-z doi: 10.1007/s00362-020-01179-z
|
| [11] |
X. Wang, X. Chen, T. C. Hu, A. Volodin, Complete $ f $-moment convergence for $ m $-asymptotic negatively associated random variables and related statistical applications, J. Nonparametr. Stat., 36 (2024), 911–939. https://doi.org/10.1080/10485252.2023.2280004 doi: 10.1080/10485252.2023.2280004
|
| [12] |
M. Wang, M. Wang, X. Wang, F. Zhang, Equivalent conditions of convergence properties for $ m $-ANA sequence and statistical applications, Comm. Statist. Theory Methods, 53 (2024), 1547–1575. https://doi.org/10.1080/03610926.2022.2106575 doi: 10.1080/03610926.2022.2106575
|
| [13] |
Y. Wang, X. Wang, Complete $ f $-moment convergence for Sung's type weighted sums and its application to the EV regression models, Stat. Papers, 62 (2021), 769–793. https://doi.org/10.1007/s00362-019-01112-z doi: 10.1007/s00362-019-01112-z
|
| [14] |
H. Y. Liang, D. Li, A. Rosalsky, Complete moment and integral convergence for sums of negatively associated random variables, Acta Math. Sin. Engl. Ser., 26 (2010), 419–432. https://doi.org/10.1007/s10114-010-8177-5 doi: 10.1007/s10114-010-8177-5
|
| [15] |
H. Huang, Q. Zhang, X. Wu, Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables, J. Inequal. Appl., 2018 (2018), 324. https://doi.org/10.1186/s13660-018-1906-5 doi: 10.1186/s13660-018-1906-5
|
| [16] |
F. Boukhari, N. C. Dzung, L. V. Thành, Complete convergence for the maximal partial sums without maximal inequalities, Quaest. Math., 47 (2024), 1387–1402. https://doi.org/10.2989/16073606.2024.2323150 doi: 10.2989/16073606.2024.2323150
|
| [17] |
Q. M. Shao, A comparison theorem on moment inequalities between negatively associated and independent random variables, J. Theoret. Probab., 13 (2000), 343–356. https://doi.org/10.1023/A:1007849609234 doi: 10.1023/A:1007849609234
|
| [18] | J. G. Wang, Foundations of modern probability theory (in Chinese), 2 Eds., Shanghai: Fudan University Press, 2005. |