Complete qth moment convergence of weighted sums for arrays of row-wise extended negatively dependent random variables

Authors : M. L.. GUO

Pages : 323-335

View : 12 | Download : 5

Publication Date : 2014-04-01

Article Type : Research Paper

Abstract :In this paper, the complete qth moment convergence of weighted sums for arrays of row-wise extended negatively dependent insert ignore into journalissuearticles values(abbreviated to END in the following); random variables is investigated. By using Hoffmann-Jφrgensen type inequality and truncation method, some general results concerning complete qth moment convergence of weighted sums for arrays of row-wise END random variables are obtained. As their applications, we extend the corresponding result of Wu insert ignore into journalissuearticles values(2012); to the case of arrays of row-wise END random variables. The complete qth moment convergence of moving average processes based on a sequence of END random variables is obtained, which improves the result of Li and Zhang insert ignore into journalissuearticles values(2004);. Moreover, the Baum-Katz type result for arrays of row-wise END random variables is also obtained.
Keywords : END random variables, Weighted sums, Complete moment convergence, Complete convergence