On the rate of complete convergence for weighted sums of NSD random variables and an application

2017 ◽  
Vol 32 (3) ◽  
pp. 270-280 ◽  
Author(s):  
Habib Naderi ◽  
Mohammad Amini ◽  
Abolghasem Bozorgnia
Keyword(s):  
Complete Convergence ◽  
Random Variables ◽  
Weighted Sums ◽  
Nsd Random Variables

On the strong convergence forweighted sums of negatively superadditive dependent random variables

Filomat ◽  
2017 ◽  
Vol 31 (2) ◽  
pp. 295-308
Author(s):  
Lulu Zheng ◽  
Xuejun Wang ◽  
Wenzhi Yang
Keyword(s):  
Strong Convergence ◽  
Complete Convergence ◽  
Random Variables ◽  
Maximal Inequality ◽  
Weighted Sums ◽  
Exponential Inequality ◽  
Associated Random Variables ◽  
Negatively Associated ◽  
Identical Distribution ◽  
Nsd Random Variables

In this paper, we present some results on the complete convergence for arrays of rowwise negatively superadditive dependent (NSD, in short) random variables by using the Rosenthal-type maximal inequality, Kolmogorov exponential inequality and the truncation method. The results obtained in the paper extend the corresponding ones for weighted sums of negatively associated random variables with identical distribution to the case of arrays of rowwise NSD random variables without identical distribution.

scholarly journals On strong limit theorems for negatively superadditive dependent random variables

Filomat ◽  
2015 ◽  
Vol 29 (7) ◽  
pp. 1541-1547
Author(s):  
Yongjun Zhang
Keyword(s):  
Strong Convergence ◽  
Limit Theorems ◽  
Complete Convergence ◽  
Convergence Property ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Weighted Sums ◽  
Strong Limit ◽  
Nsd Random Variables ◽  
Independent Identically Distributed

In this paper, we obtain strong convergence property for Jamison weighted sums of negatively superadditive dependent (NSD, in short) random variables, which extends the famous Jamison theorem. In addition, some sufficient conditions for complete convergence for weighed sums of NSD random variables are presented. These results generalize the corresponding results for independent identically distributed random variables to the case of NSD random variables without assumption of identical distribution.

scholarly journals Complete convergence for weighted sums of pairwise independent random variables

2017 ◽  
Vol 15 (1) ◽  
pp. 467-476
Author(s):  
Li Ge ◽  
Sanyang Liu ◽  
Yu Miao
Keyword(s):  
Rate Of Convergence ◽  
Complete Convergence ◽  
Moving Average ◽  
Random Variables ◽  
Independent Random Variables ◽  
Weighted Sums ◽  
Pairwise Independent Random Variables ◽  
Moving Average Processes

Abstract In the present paper, we have established the complete convergence for weighted sums of pairwise independent random variables, from which the rate of convergence of moving average processes is deduced.

scholarly journals Some Types of Convergence for Negatively Dependent Random Variables under Sublinear Expectations

2019 ◽  
Vol 2019 ◽  
pp. 1-7
Author(s):  
Ruixue Wang ◽  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Complete Convergence ◽  
Random Variables ◽  
Almost Sure Convergence ◽  
Weighted Sums ◽  
Convergence Theorems ◽  
Dependent Random Variables ◽  
Sublinear Expectation ◽  
Negatively Dependent Random Variables

In this paper, we research complete convergence and almost sure convergence under the sublinear expectations. As applications, we extend some complete and almost sure convergence theorems for weighted sums of negatively dependent random variables from the traditional probability space to the sublinear expectation space.

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