Complete qth moment convergence of weighted sums for arrays of rowwise negatively associated random variables

被引:2
|
作者
Guo, Mingle [1 ]
Zhu, Dongjin [1 ]
Ren, Yong [1 ]
机构
[1] Anhui Normal Univ, Sch Math & Comp Sci, Wuhu 241003, Peoples R China
基金
中国国家自然科学基金;
关键词
negatively associated random variables; weighted sums; complete moment convergence; complete convergence; DEPENDENT RANDOM-VARIABLES; LARGE NUMBERS; LAW;
D O I
10.1080/17442508.2014.939978
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, the complete qth moment convergence of weighted sums for arrays of rowwise negatively associated (NA) random variables is investigated. By using moment inequality and truncation methods, some general results on complete qth moment convergence of weighted sums for arrays of rowwise NA random variables are obtained. As their applications, we not only generalize and extend the corresponding results of Baek et al. [On the complete convergence of weighted sums for arrays of negatively associated variables, J. Korean Stat. Soc. 37 (2008), pp. 73-80], Liang [Complete convergence for weighted sums of negatively associated random variables, Stat. Probab. Lett. 48 (2000), pp. 317-325 and Liang et al. [Complete moment convergence for sums of negatively associated random variables, Acta Math. Sin. English Ser. 26 (2010), pp. 419-432], but also greatly simplify their proofs.
引用
收藏
页码:257 / 272
页数:16
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