Complete moment convergence of pairwise NQD random variables

被引：19

作者：

Yang, Wenzhi ^{[1
]}

Hu, Shuhe ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2015年 / 87卷 / 02期

基金：

中国国家自然科学基金;

关键词：

complete convergence; complete moment convergence; moving average process; pairwise NQD sequences; DEPENDENT RANDOM-VARIABLES; MOVING AVERAGE PROCESSES; WEIGHTED SUMS; RANDOM ELEMENTS; ARRAYS; SEQUENCES;

D O I：

10.1080/17442508.2014.939975

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

It is known that the dependence structure of pairwise negative quadrant dependent (NQD) random variables is weaker than those of negatively associated random variables and negatively orthant dependent random variables. In this article, we investigate the moving average process which is based on the pairwise NQD random variables. The complete moment convergence and the integrability of the supremum are presented for this moving average process. The results imply complete convergence and the Marcinkiewicz-Zygmund-type strong law of large numbers for pairwise NQD sequences.

引用

页码：199 / 208

页数：10

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