Complete moment convergence for negatively dependent sequences of random variables
Summary: We study the complete moment convergence for sequences of negatively dependent identically distributed random variables with \(\mathbb EX=0\), \(\mathbb E\exp(|X|^\alpha)<\infty\), \(0<\alpha<1\), and \(\mathbb E \exp(|X|\ln^{-r}|X|)<\infty\), \(r>0\). As a result, we establish the new complete moment convergence theorems.
scientific article; zbMATH DE number 7026921
scientific article