On complete moment convergence for weighted sums of negatively superadditive dependent random variables

Haiwu Huang; Xuewen Lu

Applications of Mathematics (2020)

  • Volume: 65, Issue: 4, page 355-377
  • ISSN: 0862-7940

Abstract

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In this work, the complete moment convergence and complete convergence for weighted sums of negatively superadditive dependent (NSD) random variables are studied, and some equivalent conditions of these strong convergences are established. These main results generalize and improve the corresponding theorems of Baum and Katz (1965) and Chow (1988) to weighted sums of NSD random variables without the assumption of identical distribution. As an application, a Marcinkiewicz-Zygmund-type strong law of large numbers for weighted sums of NSD random variables is obtained.

How to cite

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Huang, Haiwu, and Lu, Xuewen. "On complete moment convergence for weighted sums of negatively superadditive dependent random variables." Applications of Mathematics 65.4 (2020): 355-377. <http://eudml.org/doc/297216>.

@article{Huang2020,
abstract = {In this work, the complete moment convergence and complete convergence for weighted sums of negatively superadditive dependent (NSD) random variables are studied, and some equivalent conditions of these strong convergences are established. These main results generalize and improve the corresponding theorems of Baum and Katz (1965) and Chow (1988) to weighted sums of NSD random variables without the assumption of identical distribution. As an application, a Marcinkiewicz-Zygmund-type strong law of large numbers for weighted sums of NSD random variables is obtained.},
author = {Huang, Haiwu, Lu, Xuewen},
journal = {Applications of Mathematics},
keywords = {NSD random variables; complete moment convergence; weighted sum; equivalent conditions},
language = {eng},
number = {4},
pages = {355-377},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On complete moment convergence for weighted sums of negatively superadditive dependent random variables},
url = {http://eudml.org/doc/297216},
volume = {65},
year = {2020},
}

TY - JOUR
AU - Huang, Haiwu
AU - Lu, Xuewen
TI - On complete moment convergence for weighted sums of negatively superadditive dependent random variables
JO - Applications of Mathematics
PY - 2020
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 65
IS - 4
SP - 355
EP - 377
AB - In this work, the complete moment convergence and complete convergence for weighted sums of negatively superadditive dependent (NSD) random variables are studied, and some equivalent conditions of these strong convergences are established. These main results generalize and improve the corresponding theorems of Baum and Katz (1965) and Chow (1988) to weighted sums of NSD random variables without the assumption of identical distribution. As an application, a Marcinkiewicz-Zygmund-type strong law of large numbers for weighted sums of NSD random variables is obtained.
LA - eng
KW - NSD random variables; complete moment convergence; weighted sum; equivalent conditions
UR - http://eudml.org/doc/297216
ER -

References

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