Complete and complete moment convergence for weighted sums of ρ̃-mixing random variables
نویسندگان
چکیده
منابع مشابه
Complete Convergence and Some Maximal Inequalities for Weighted Sums of Random Variables
Let be a sequence of arbitrary random variables with and , for every and be an array of real numbers. We will obtain two maximal inequalities for partial sums and weighted sums of random variables and also, we will prove complete convergence for weighted sums , under some conditions on and sequence .
متن کاملOn Complete Convergence for Weighted Sums of -Mixing Random Variables
Copyright q 2010 Wang Xuejun et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Some results on complete convergence for weighted sums ∑n i 1 aniXi are presented, where {Xn, n ≥ 1} is a sequence of φ-mixing random variables an...
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In many stochastic models, the assumption that random variables are independent is not plausible. So it is of interest to extend the concept of independence to dependence cases. One of these dependence structures is ρ∗-mixing. Let {Xn, n ≥ 1} be a sequence of random variables defined on a probability space Ω,F, P , and let Fm n denote the σ-algebra generated by the random variables Xn,Xn 1, . ....
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We study the limiting behavior of weighted sums for negatively associated (NA) random variables. We extend results in Wu (1999) and a theorem in Chow and Lai (1973) for NA random variables.
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The complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables are obtained. The results of Ahmed et al. 2002 are complemented. As an application, the complete moment conver...
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ژورنال
عنوان ژورنال: Journal of Mathematical Inequalities
سال: 2018
ISSN: 1846-579X
DOI: 10.7153/jmi-2018-12-16