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Complete moment convergence for weighted sums of negatively orthant dependent random variables

Authors :
XueJue Wang
Ru Xiao
Xiujuan Xie
Zhiyong Chen
Source :
Filomat. 31:1195-1206
Publication Year :
2017
Publisher :
National Library of Serbia, 2017.

Abstract

In this paper, the complete moment convergence and the integrability of the supremum for weighted sums of negatively orthant dependent (NOD, in short) random variables are presented. As applications, the complete convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for NODrandom variables are obtained. The results established in the paper generalize some corresponding ones for independent random variables and negatively associated random variables.

Details

ISSN :
24060933 and 03545180
Volume :
31
Database :
OpenAIRE
Journal :
Filomat
Accession number :
edsair.doi...........fc25082d2e418d53b3ef4223aaa8a4d7