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Complete and complete moment convergence for weighted sums of widely orthant dependent random variables

✍ Scribed by De Hua Qiu,Ping Yan Chen

Book ID
126348144
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2014
Tongue
English
Weight
205 KB
Volume
30
Category
Article
ISSN
1439-7617

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Complete convergence for weighted sums of negatively associated random variables
✍ Han-Ying Liang πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 98 KB

We discuss complete convergence for weighted sums of negatively associated (NA) random variables. The result on i.i.d. case of Li et al. (J. Theoret. Probab. 8 (1995) 49 -76) is generalized and extended. Also, Gut's (Probab. Theory Related Fields 97 (1993) 169 -178) result on CesΓ‚ aro summation of i