The von Bahr-Esseen moment inequality for pairwise independent random variables and applications

被引：38

作者：

Chen, Pingyan ^{[1
]}

Bai, Peng ^{[2
]}

Sung, Soo Hak ^{[3
]}

机构：

[1] Jinan Univ, Dept Math, Guangzhou 510630, Guangdong, Peoples R China

[2] Jinan Univ, Dept Stat, Guangzhou 510630, Guangdong, Peoples R China

[3] Pai Chai Univ, Dept Appl Math, Taejon 302735, South Korea

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2014年 / 419卷 / 02期

基金：

新加坡国家研究基金会; 中国国家自然科学基金;

关键词：

The von Bahr Esseen moment inequality; Pairwise independent random variables; Moment convergence; CONVERGENCE-RATES;

D O I：

10.1016/j.jmaa.2014.05.067

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the paper, we generalize the von Bahr-Esseen moment inequality from independent random variables to pairwise independent random variables. As the applications, the moment convergence, the complete convergence and the strong law of large numbers are established for pairwise independent random variables. (C) 2014 Elsevier Inc. All rights reserved.

引用

页码：1290 / 1302

页数：13

共 50 条

[11] On pairwise independent and independent exchangeable random variables
Hu, TC
STOCHASTIC ANALYSIS AND APPLICATIONS, 1997, 15 (01) : 51 - 57
[12] PAIRWISE INDEPENDENT RANDOM-VARIABLES
OBRIEN, GL
ANNALS OF PROBABILITY, 1980, 8 (01): : 170 - 175
[13] ESSEEN INEQUALITY FOR SUMS OF A RANDOM NUMBER OF DIFFERENTLY DISTRIBUTED RANDOM-VARIABLES
BATIROV, K
MANEVICH, DV
NAGAEV, SV
MATHEMATICAL NOTES, 1977, 22 (1-2) : 569 - 571
[14] Convergence of sequences of pairwise independent random variables
Etemadi, N
Lenzhen, A
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2004, 132 (04) : 1201 - 1202
[15] Berry-Esseen bounds for functionals of independent random variables
Privault, Nicolas
Serafin, Grzegorz
ELECTRONIC JOURNAL OF PROBABILITY, 2022, 27
[16] Complete moment convergence of pairwise NQD random variables
Yang, Wenzhi
Hu, Shuhe
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2015, 87 (02) : 199 - 208
[17] AN INEQUALITY FOR SUMS OF INDEPENDENT RANDOM VARIABLES
Offord, A. C.
PROCEEDINGS OF THE LONDON MATHEMATICAL SOCIETY, 1945, 48 : 467 - 477
[18] A moment maximal inequality for dependent random variables
Szewczak, Zbigniew S.
STATISTICS & PROBABILITY LETTERS, 2015, 106 : 129 - 133
[19] Φ-moment inequalities for independent and freely independent random variables
Jiao, Yong
Sukochev, Fedor
Xie, Guangheng
Zanin, Dmitriy
JOURNAL OF FUNCTIONAL ANALYSIS, 2016, 270 (12) : 4558 - 4596
[20] Robust numerical integration and pairwise independent random variables
Sugita, H
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2002, 139 (01) : 1 - 8

← 1 2 3 4 5 →