Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of Extended Negatively Dependent Random Variables

Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of Extended Negatively Dependent Random Variables

Year:    2015

Author:    Cunchao Liu, Mingle Guo, Dongjin Zhu

Communications in Mathematical Research , Vol. 31 (2015), Iss. 1 : pp. 40–50

Abstract

By using Rosenthal type moment inequality for extended negatively dependent random variables, we establish the equivalent conditions of complete convergence for weighted sums of sequences of extended negatively dependent random variables under more general conditions. These results complement and improve the corresponding results obtained by Li et al. (Li D L, RAO M B, Jiang T F, Wang X C. Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab., 1995, 8: 49–76) and Liang (Liang H Y. Complete convergence for weighted sums of negatively associated random variables. Statist. Probab. Lett., 2000, 48: 317–325).

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.13447/j.1674-5647.2015.01.05

Communications in Mathematical Research , Vol. 31 (2015), Iss. 1 : pp. 40–50

Published online:    2015-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    11

Keywords:    extended negatively dependent random variable complete convergence weighted sum.

Author Details

Cunchao Liu

Mingle Guo

Dongjin Zhu