On complete moment convergence for weighted sums of AANA random variables

Haiwu Huang; Hanjun Zhang; Qingxia Zhang

Kybernetika (2016)

  • Volume: 52, Issue: 2, page 294-306
  • ISSN: 0023-5954

Abstract

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In this work, a complete moment convergence theorem is obtained for weighted sums of asymptotically almost negatively associated (AANA) random variables without assumption of identical distribution under some mild moment conditions. As an application, the complete convergence theorems for weighted sums of negatively associated (NA) and AANA random variables are obtained. The result not only generalizes the corresponding ones of Sung [13] and Huang et al. [8], but also improves them.

How to cite

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Huang, Haiwu, Zhang, Hanjun, and Zhang, Qingxia. "On complete moment convergence for weighted sums of AANA random variables." Kybernetika 52.2 (2016): 294-306. <http://eudml.org/doc/281542>.

@article{Huang2016,
abstract = {In this work, a complete moment convergence theorem is obtained for weighted sums of asymptotically almost negatively associated (AANA) random variables without assumption of identical distribution under some mild moment conditions. As an application, the complete convergence theorems for weighted sums of negatively associated (NA) and AANA random variables are obtained. The result not only generalizes the corresponding ones of Sung [13] and Huang et al. [8], but also improves them.},
author = {Huang, Haiwu, Zhang, Hanjun, Zhang, Qingxia},
journal = {Kybernetika},
keywords = {AANA random variables; complete moment convergence; complete convergence; weighted sums; AANA random variables; complete moment convergence; complete convergence; weighted sums},
language = {eng},
number = {2},
pages = {294-306},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On complete moment convergence for weighted sums of AANA random variables},
url = {http://eudml.org/doc/281542},
volume = {52},
year = {2016},
}

TY - JOUR
AU - Huang, Haiwu
AU - Zhang, Hanjun
AU - Zhang, Qingxia
TI - On complete moment convergence for weighted sums of AANA random variables
JO - Kybernetika
PY - 2016
PB - Institute of Information Theory and Automation AS CR
VL - 52
IS - 2
SP - 294
EP - 306
AB - In this work, a complete moment convergence theorem is obtained for weighted sums of asymptotically almost negatively associated (AANA) random variables without assumption of identical distribution under some mild moment conditions. As an application, the complete convergence theorems for weighted sums of negatively associated (NA) and AANA random variables are obtained. The result not only generalizes the corresponding ones of Sung [13] and Huang et al. [8], but also improves them.
LA - eng
KW - AANA random variables; complete moment convergence; complete convergence; weighted sums; AANA random variables; complete moment convergence; complete convergence; weighted sums
UR - http://eudml.org/doc/281542
ER -

References

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