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Complete convergence in mean for double arrays of random variables with values in Banach spaces

Ta Cong Son, Dang Hung Thang, Le Van Dung (2014)

Applications of Mathematics

The rate of moment convergence of sample sums was investigated by Chow (1988) (in case of real-valued random variables). In 2006, Rosalsky et al. introduced and investigated this concept for case random variable with Banach-valued (called complete convergence in mean of order p ). In this paper, we give some new results of complete convergence in mean of order p and its applications to strong laws of large numbers for double arrays of random variables taking values in Banach spaces.

Complete convergence of weighted sums for arrays of rowwise ϕ -mixing random variables

Xinghui Wang, Xiaoqin Li, Shuhe Hu (2014)

Applications of Mathematics

In this paper, we establish the complete convergence and complete moment convergence of weighted sums for arrays of rowwise ϕ -mixing random variables, and the Baum-Katz-type result for arrays of rowwise ϕ -mixing random variables. As an application, the Marcinkiewicz-Zygmund type strong law of large numbers for sequences of ϕ -mixing random variables is obtained. We extend and complement the corresponding results of X. J. Wang, S. H. Hu (2012).

Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap

Andrew Rosalsky, Yongfeng Wu (2015)

Applications of Mathematics

Let { X n , j , 1 j m ( n ) , n 1 } be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let 0 < b n . Conditions are given for j = 1 m ( n ) X n , j / b n 0 completely and for max 1 k m ( n ) | j = 1 k X n , j | / b n 0 completely. As an application of these results, we obtain a complete convergence theorem for the row sums j = 1 m ( n ) X n , j * of the dependent bootstrap samples { { X n , j * , 1 j m ( n ) } , n 1 } arising from a sequence of i.i.d. random variables { X n , n 1 } .

Complete f -moment convergence for weighted sums of WOD arrays with statistical applications

Xi Chen, Xinran Tao, Xuejun Wang (2023)

Kybernetika

Complete f -moment convergence is much more general than complete convergence and complete moment convergence. In this work, we mainly investigate the complete f -moment convergence for weighted sums of widely orthant dependent (WOD, for short) arrays. A general result on Complete f -moment convergence is obtained under some suitable conditions, which generalizes the corresponding one in the literature. As an application, we establish the complete consistency for the weighted linear estimator in nonparametric...

Complete q -order moment convergence of moving average processes under ϕ -mixing assumptions

Xing-Cai Zhou, Jin-Guan Lin (2014)

Applications of Mathematics

Let { Y i , - < i < } be a doubly infinite sequence of identically distributed ϕ -mixing random variables, and { a i , - < i < } an absolutely summable sequence of real numbers. We prove the complete q -order moment convergence for the partial sums of moving average processes X n = i = - a i Y i + n , n 1 based on the sequence { Y i , - < i < } of ϕ -mixing random variables under some suitable conditions. These results generalize and complement earlier results.

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