On Complete Moment Convergence for Randomly Weighted Sums of NSD Random Variables

On Complete Moment Convergence for Randomly Weighted Sums of NSD Random Variables

Year:    2019

Author:    Xiang Sun, Zhao-Yang Liu, Yan Shen, Ke-Chao Zhang

Journal of Mathematical Study, Vol. 52 (2019), Iss. 1 : pp. 30–37

Abstract

In this paper, we investigate the complete moment convergence and complete convergence for randomly weighted sums of negatively superadditive dependent (NSD, in short) random variables. The results obtained in the paper generalize the convergence theorem for constant weighted sums to randomly weighted sums of dependent random variables. In addition, strong law of large numbers for NSD sequence is obtained.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jms.v52n1.19.03

Journal of Mathematical Study, Vol. 52 (2019), Iss. 1 : pp. 30–37

Published online:    2019-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    8

Keywords:    Complete moment convergence randomly weighted negatively superadditive dependent random variables.

Author Details

Xiang Sun

Zhao-Yang Liu

Yan Shen

Ke-Chao Zhang