Equivalent conditions of complete moment and integral convergence for a class of dependent random variables

被引:0
作者
Yi Wu
Xuejun Wang
机构
[1] Anhui University,School of Mathematical Sciences
来源
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas | 2018年 / 112卷
关键词
Complete moment convergence; Complete integral convergence; Convergence rate of tail probabilities; Sums of identically distributed random variables; 60F15;
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学科分类号
摘要
Some equivalent conditions of complete moment and complete integral convergence for a class of dependent random variables are established. The results obtained in this paper extend the corresponding ones for negatively associated random variables. As applications, we present some results for specific sequences of random variables, such as ρ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document}-mixing, ρ∗\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho ^{*}$$\end{document}-mixing, φ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varphi $$\end{document}-mixing, φ∗\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varphi ^{*}$$\end{document}-mixing and m-dependent sequences.
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页码:575 / 592
页数:17
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