On complete moment convergence of weighted sums for arrays of row-wise negatively associated random variables

DOI10.1080/17442508.2013.801971zbMath1319.60057OpenAlexW2359327684MaRDI QIDQ2875275

Mingle Guo

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.801971

zbMATH Keywords

weighted sumsnegatively associated random variablescomplete moment convergencemoving average processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items

Convergence rates in the law of large numbers and new kinds of convergence of random variables, Toeplitz lemma, complete convergence, and complete moment convergence, Complete qth moment convergence of weighted sums for arrays of rowwise negatively associated random variables, Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables

Cites Work

• On complete convergence for weighted sums of arrays of dependent random variables
• On the complete convergence of weighted sums for arrays of negatively associated variables
• Some concepts of negative dependence
• Complete convergence for weighted sums of negatively associated random variables
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• Negative association of random variables, with applications
• Equivalent conditions of complete moment convergence of weighted sums for \(\rho^\ast\)-mixing sequence of random variables
• On complete convergence for arrays of rowwise negatively associated random variables