Complete moment convergence of weighted sums for arrays of negatively dependent random variables and its applications

被引：4

作者：

Wu, Yongfeng ^{[1
,2
,3
]}

Volodin, Andrei ^{[4
]}

机构：

[1] Soochow Univ, Ctr Financial Engn, Suzhou, Peoples R China

[2] Soochow Univ, Sch Math Sci, Suzhou, Peoples R China

[3] Tongling Univ, Dept Math & Comp Sci, Tongling 244000, Peoples R China

[4] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2016年 / 45卷 / 11期

关键词：

Complete moment convergence; Weighted sums; Negatively dependent random variables; Linear processes; LARGE NUMBERS; WEAK LAWS; THEOREMS;

D O I：

10.1080/03610926.2014.901365

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The authors study the complete moment convergence of weighted sums for arrays of rowwise negatively dependent random variables. The obtained results improve the corresponding results of Baek and Park (2010). Convergence of weighted sums for arrays of negatively dependent random variables and its applications. As an application, the authors obtain the complete moment convergence of linear processes based on pairwise negatively dependent random variables. In addition, the authors point out a gap of the proof in Baek and Park (2010) and raise an open problem.

引用

页码：3185 / 3195

页数：11

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