Complete q th moment convergence for arrays of random variables

被引：0

作者：

Soo Hak Sung

机构：

[1] Pai Chai University,Department of Applied Mathematics

来源：

Journal of Inequalities and Applications | / 2013卷

关键词：

complete convergence; complete moment convergence; -convergence; dependent random variables;

D O I：

暂无

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学科分类号：

摘要：

Let {Xni,1≤i≤n,n≥1} be an array of random variables with EXni=0 and E|Xni|q<∞ for some q≥1. For any sequences {an,n≥1} and {bn,n≥1} of positive real numbers, sets of sufficient conditions are given for complete q th moment convergence of the form ∑n=1∞bnan−qE(max1≤k≤n|∑i=1kXni|−ϵan)+q<∞, ∀ϵ>0, where x+=max{x,0}. From these results, we can easily obtain some known results on complete q th moment convergence.

引用

共 26 条

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