Complete moment convergence and Lr convergence for asymptotically almost negatively associated random variables

2016 ◽  
Vol 46 (20) ◽  
pp. 10373-10386 ◽  
Author(s):  
Mengmei Xi ◽  
Xufei Tang ◽  
Junjie Lin ◽  
Ming Wang ◽  
Xuejun Wang
Keyword(s):  
Random Variables ◽  
Complete Moment Convergence ◽  
Associated Random Variables ◽  
Negatively Associated ◽  
Moment Convergence ◽  
Negatively Associated Random Variables ◽  
Lr Convergence ◽  
Asymptotically Almost Negatively Associated

scholarly journals Complete convergence and complete moment convergence for arrays of Rowwise asymptotically almost negatively associated random variables under the sub-linear expectations

Filomat ◽  
2021 ◽  
Vol 35 (2) ◽  
pp. 633-644
Author(s):  
Dawei Lu ◽  
Jingyao Cong ◽  
Yanchun Yang
Keyword(s):  
Complete Convergence ◽  
Random Variables ◽  
Partial Sums ◽  
Complete Moment Convergence ◽  
Associated Random Variables ◽  
Negatively Associated ◽  
Moment Convergence ◽  
Negatively Associated Random Variables ◽  
Asymptotically Almost Negatively Associated

In this article, we investigate the complete convergence and complete moment convergence for maximal partial sums of asymptotically almost negatively associated random variables under the sublinear expectations. The results obtained in the article are the extensions of the complete convergence and complete moment convergence under classical linear expectation space.

scholarly journals On Complete Moment Convergence of Weighted Sums for Arrays of Rowwise Negatively Associated Random Variables

2012 ◽  
Vol 2012 ◽  
pp. 1-12
Author(s):  
Mingle Guo ◽  
Dongjin Zhu
Keyword(s):  
Moving Average ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Associated Random Variables ◽  
Negatively Associated ◽  
Moment Convergence ◽  
Negatively Associated Random Variables ◽  
Moving Average Processes

The complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables are established. Moreover, the results of Baek et al. (2008), are complemented. As an application, the complete moment convergence of moving average processes based on a negatively associated random sequences is obtained, which improves the result of Li et al. (2004).

Sign in / Sign up

Export Citation Format

Share Document