scholarly journals On Complete Moment Convergence for Randomly Weighted Sums of NSD Random Variables

2019 ◽  
Vol 52 (1) ◽  
pp. 30-37
Author(s):  
Xiang Sun
Keyword(s):  
Random Variables ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Moment Convergence ◽  
Randomly Weighted Sums ◽  
Nsd Random Variables

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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