On complete moment convergence for nonstationary negatively associated random variables

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Complete convergence for negatively dependent random variables

Let {Xn, n ≥ 1} be a sequence of independent and identically random variables. In 1947 Hsu and Rabbins proved that if E[X] = 0 and E[X2] < ∞, then 1 n ∑n k=1Xk converges to 0 completely. Recently, the strong convergence of weighted sums for the case of independent random variables has been discussed by Wu (1999), Hu and et. (2000, 2003) proved the complete convergence theorem for arrays of inde...

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Complete Convergence for Negatively Dependent Random Variables

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Complete moment and integral convergence for sums of negatively associated random variables

to hold where r > 1, q > 0 and either n0 = 1, 0 < p < 2, an = 1, bn = n or n0 = 3, p = 2, an = (logn) − 1 2q , bn = n logn. These results extend results of Chow (1988) and Li and Spătaru (2005) from the independent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete in...

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On the Complete Convergence ofWeighted Sums for Dependent Random Variables

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ژورنال

عنوان ژورنال: Journal of Inequalities and Applications

سال: 2016

ISSN: 1029-242X

DOI: 10.1186/s13660-016-1074-4