On convergence of series of random elements via maximal moment relations with applications to martingale convergence and to convergence of series with -orthogonal summands.
This note deals with the orthogonality between sequences of random variables. The main idea of the note is to apply the results on equidistant systems of points in a Hilbert space to the case of the space of real square integrable random variables. The main result gives a necessary and sufficient condition for a particular sequence of random variables (elements of which are taken from sets of equidistant elements of ) to be orthogonal to some other sequence in . The result obtained is interesting...
The structure of linearly negative quadrant dependent random variables is extended by introducing the structure of -linearly negative quadrant dependent random variables (). For a sequence of -linearly negative quadrant dependent random variables and (resp. ), conditions are provided under which in (resp. in ). Moreover, for , conditions are provided under which converges completely to . The current work extends some results of Pyke and Root (1968) and it extends and improves some...
The authors provide a correction to “Some mean convergence and complete convergence theorems for sequences of -linearly negative quadrant dependent random variables”.
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