PRECISE ASYMPTOTICS IN COMPLETE MOMENT CONVERGENCE FOR DEPENDENT RANDOM VARIABLE
نویسندگان
چکیده
منابع مشابه
On the Precise Asymptotics in Complete Moment Convergence of Moving Average Processes under NA Random Variables
Let {ε i | − ∞ < i < ∞} be a sequence of identically distributed negatively associated random variables and {a i | − ∞ < i < ∞} a sequence of real numbers with
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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 authors first present a Rosenthal inequality for sequence of extended negatively dependent (END) random variables. By means of the Rosenthal inequality, the authors obtain some complete moment convergence and mean convergence results for arrays of rowwise END random variables. The results in this paper extend and improve the corresponding theorems by Hu and Taylor (1997).
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In this paper, we study the complete convergence and complete moment convergence for weighted sums of extended negatively dependent (END) random variables under sub-linear expectations space with the condition of [Formula: see text], further [Formula: see text], [Formula: see text] ([Formula: see text] is a slow varying and monotone nondecreasing function). As an application, the Baum-Katz type...
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ژورنال
عنوان ژورنال: Honam Mathematical Journal
سال: 2009
ISSN: 1225-293X
DOI: 10.5831/hmj.2009.31.3.369