Approximations to inverse moments of double-indexed weighted sums

DOI10.1016/j.jmaa.2016.03.050zbMath1381.60049OpenAlexW2303456837MaRDI QIDQ289545

Shuhe Hu, Wenzhi Yang, Xiaoqin Li, Xiao Ping Shi

Publication date: 30 May 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.03.050

zbMATH Keywords

convergence rateinverse momentstriangular array

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Related Items (3)

On the asymptotic approximation of inverse moment under sub-linear expectations ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ On asymptotic approximation of ratio models for weakly dependent sequences

Cites Work

• Unnamed Item
• On inverse moments for a class of nonnegative random variables
• A note on the inverse moments for nonnegative \(\rho\)-mixing random variables
• Sharp mean-variance bounds for Jensen-type inequalities
• A note on asymptotic approximations of inverse moments of nonnegative random variables
• Asymptotic approximation of inverse moments of nonnegative random variables
• On Fatou-type lemma for monotone moments of weakly convergent random variables.
• Exponential inequalities and inverse moment for NOD sequence
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• ASYMPTOTIC APPROXIMATIONS OF THE INVERSE MOMENT OF THE NONCENTRAL CHI-SQUARED VARIABLE
• On asymptotic approximation of inverse moments for a class of nonnegative random variables
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Approximation to the moments of ratios of cumulative sums
• A Note on the Inverse Moment for the Non Negative Random Variables
• Negative Moments of Positive Random Variables
• On inverse moments of nonnegative random variables

This page was built for publication: Approximations to inverse moments of double-indexed weighted sums