scholarly journals PRECISE ASYMPTOTICS IN COMPLETE MOMENT CONVERGENCE FOR DEPENDENT RANDOM VARIABLE

2009 ◽  
Vol 31 (3) ◽  
pp. 369-380
Author(s):  
Kwang-Hee Han
Keyword(s):  
Dependent Random Variable ◽  
Random Variable ◽  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Moment Convergence

scholarly journals Precise Asymptotics for Complete Integral Convergence under Sublinear Expectations

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Convergence Theorems ◽  
Sublinear Expectation ◽  
Moment Convergence

The aim of this paper is to study and establish the precise asymptotics for complete integral convergence theorems under a sublinear expectation space. As applications, the precise asymptotics for p0≤p≤2 order complete integral convergence theorems have been generalized to the sublinear expectation space context. We extend some precise asymptotics for complete moment convergence theorems from the traditional probability space to the sublinear expectation space. Our results generalize corresponding results obtained by Liu and Lin (2006). There is no report on the precise asymptotics under sublinear expectation, and we provide the method to study this subject.

scholarly journals Complete moment convergence of moving average processes for m-WOD sequence

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Lihong Guan ◽  
Yushan Xiao ◽  
Yanan Zhao
Keyword(s):  
Moving Average ◽  
Random Variables ◽  
Random Variable ◽  
Complete Moment Convergence ◽  
Real Numbers ◽  
Mild Conditions ◽  
Moment Convergence ◽  
Summable Sequence ◽  
Moving Average Processes ◽  
Widely Orthant Dependent

AbstractIn this paper, the complete moment convergence for the partial sum of moving average processes $\{X_{n}=\sum_{i=-\infty }^{\infty }a_{i}Y_{i+n},n\geq 1\}$ { X n = ∑ i = − ∞ ∞ a i Y i + n , n ≥ 1 } is established under some mild conditions, where $\{Y_{i},-\infty < i<\infty \}$ { Y i , − ∞ < i < ∞ } is a sequence of m-widely orthant dependent (m-WOD, for short) random variables which is stochastically dominated by a random variable Y, and $\{a_{i},-\infty < i<\infty \}$ { a i , − ∞ < i < ∞ } is an absolutely summable sequence of real numbers. These conclusions promote and improve the corresponding results from m-extended negatively dependent (m-END, for short) sequences to m-WOD sequences.

scholarly journals Convergence rates in precise asymptotics for a kind of complete moment convergence

2017 ◽  
Vol 17 (02) ◽  
pp. 1750015
Author(s):  
Lingtao Kong ◽  
Hongshuai Dai
Keyword(s):  
Complete Convergence ◽  
Convergence Rates ◽  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Moment Convergence ◽  
Special Case

Liu and Lin (Statist. Probab. Lett. 2006) introduced a kind of complete moment convergence which includes complete convergence as a special case. In this paper, we study the convergence rates of the precise asymptotics for complete moment convergence introduced by Liu and Lin (2006) and get the corresponding convergence rates.

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