scholarly journals Equivalent Conditions of Complete p th Moment Convergence for Weighted Sums of I. I. D. Random Variables under Sublinear Expectations

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Mingzhou Xu ◽  
Kun Cheng
Keyword(s):  
Random Variables ◽  
Weighted Sums ◽  
Moment Inequality ◽  
Moment Convergence ◽  
Equivalent Conditions ◽  
Independent Identically Distributed

We investigate the complete p th moment convergence for weighted sums of independent, identically distributed random variables under sublinear expectations space. Using moment inequality and truncation methods, we prove the equivalent conditions of complete p th moment convergence of weighted sums of independent, identically distributed random variables under sublinear expectations space, which complement the corresponding results obtained in Guo and Shan (2020).

scholarly journals Convergence for sums of i.i.d. random variables under sublinear expectations

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Mingzhou Xu ◽  
Kun Cheng
Keyword(s):  
Random Variables ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Moment Convergence ◽  
Equivalent Conditions ◽  
Independent Identically Distributed

AbstractIn this paper, we obtain equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent identically distributed random variables under sublinear expectations space. The results obtained in the paper are extensions of the equivalent conditions of complete moment convergence of the maximum under classical linear expectation space.

scholarly journals Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables

2012 ◽  
Vol 2012 ◽  
pp. 1-13
Author(s):  
Mingle Guo
Keyword(s):  
Complete Convergence ◽  
Random Variables ◽  
Weighted Sums ◽  
Moment Inequality ◽  
Dependent Random Variables ◽  
Negatively Dependent Random Variables ◽  
Equivalent Conditions

The complete convergence for weighted sums of sequences of negatively dependent random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete convergence for weighted sums of sequences of negatively dependent random variables are established. These results not only extend the corresponding results obtained by Li et al. (1995), Gut (1993), and Liang (2000) to sequences of negatively dependent random variables, but also improve them.

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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