Complete and complete moment convergence for randomly weighted sums of ρ*-mixing random variables and its applications

Statistics ◽  
2020 ◽  
Vol 54 (1) ◽  
pp. 205-237 ◽  
Author(s):  
Chao Lu ◽  
Xiaoqin Li ◽  
Rui Wang ◽  
Xuejun Wang
Keyword(s):  
Random Variables ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Moment Convergence ◽  
Randomly Weighted Sums ◽  
Mixing Random Variables

scholarly journals Complete moment convergence for Sung’s type weighted sums of ρ*-mixing random variables

Filomat ◽  
2018 ◽  
Vol 32 (4) ◽  
pp. 1447-1453 ◽  
Author(s):  
Wei Li ◽  
Pingyan Chen ◽  
Soo Sung
Keyword(s):  
Complete Convergence ◽  
Random Variables ◽  
Convergence Result ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Moment Convergence ◽  
Mixing Random Variables

In this paper, the authors study a complete moment convergence result for Sung?s type weighted sums of ?*-mixing random variables. This result extends and improves the corresponding theorem of Sung [S.H. Sung, Complete convergence for weighted sums of ?*-mixing random variables, Discrete Dyn. Nat. Soc. 2010 (2010), Article ID 630608, 13 pages].

scholarly journals Complete Moment Convergence of Weighted Sums for Arrays of Rowwiseφ-Mixing Random Variables

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Ming Le Guo
Keyword(s):  
Moving Average ◽  
Random Sequence ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Moment Inequality ◽  
Moment Convergence ◽  
Moving Average Processes ◽  
Mixing Random Variables

The complete moment convergence of weighted sums for arrays of rowwiseφ-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of rowwiseφ-mixing random variables are obtained. The results of Ahmed et al. (2002) are complemented. As an application, the complete moment convergence of moving average processes based on aφ-mixing random sequence is obtained, which improves the result of Kim et al. (2008).

Complete moment convergence forweighted sums of pairwise negatively quadrant dependent random variables

Filomat ◽  
2020 ◽  
Vol 34 (10) ◽  
pp. 3459-3471
Author(s):  
Mingming Zhao ◽  
Shengnan Ding ◽  
Di Zhang ◽  
Xuejun Wang
Keyword(s):  
Theoretical Result ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Dependent Random Variables ◽  
Moment Convergence

In this article, the complete moment convergence for weighted sums of pairwise negatively quadrant dependent (NQD, for short) random variables is studied. Several sufficient conditions to prove the complete moment convergence for weighted sums of NQD random variables are presented. The results obtained in the paper extend some corresponding ones in the literature. The simulation is also presented which can verify the validity of the theoretical result.

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