Results 1 to 10 of about 188,792 (157)

Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence [PDF]

open access: yesJournal of Inequalities and Applications, 2018
In this paper, we extend some known results about complete convergence and establish the complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence.
Huanhuan Ma, Yan Sun
doaj   +6 more sources

On complete convergence and complete moment convergence for weighted sums of ρ∗ $\rho^{*}$-mixing random variables [PDF]

open access: yesJournal of Inequalities and Applications, 2018
Let r≥1 $r\geq1$, 1≤p0$ with 1/α+1/β=1/p $1/\alpha+1/\beta=1/p$. Let {ank,1≤k≤n,n≥1} $\{a_{nk}, 1\leq k\leq n,n\geq1\}$ be an array of constants satisfying supn≥1n−1∑k=1n|ank|αεn1/p}0.
Pingyan Chen, Soo Hak Sung
doaj   +2 more sources

Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation [PDF]

open access: yesJournal of Inequalities and Applications, 2017
In this paper, we study the complete convergence and complete moment convergence for weighted sums of extended negatively dependent (END) random variables under sub-linear expectations space with the condition of C V [ | X | p l ( | X | 1 / α ) ] < ∞ $C_{
Haoyuan Zhong, Qunying Wu
doaj   +2 more sources

Complete convergence of randomly weighted END sequences and its application [PDF]

open access: yesJournal of Inequalities and Applications, 2017
We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent ...
Penghua Li, Xiaoqin Li, Kehan Wu
doaj   +2 more sources

Complete convergence and complete moment convergence for negatively associated sequences of random variables [PDF]

open access: yesJournal of Inequalities and Applications, 2016
In this paper, we study the complete convergence and complete moment convergence for negatively associated sequences of random variables with E X = 0 $\mathbb{E}X=0$ , E exp ( ln α | X | ) < ∞ $\mathbb{E}\exp(\ln^{\alpha}|X| ) 1 $\alpha>1$ . As a result,
Qunying Wu, Yuanying Jiang
doaj   +3 more sources

Moment Inequalities and Complete Moment Convergence

open access: yesJournal of Inequalities and Applications, 2009
Let and be sequences of random variables. For any and , bounds for and are obtained. From these results, we establish general methods for obtaining the complete moment convergence. The results of Chow (1988), Zhu (2007), and Wu and Zhu (2009)
Sung SooHak
doaj   +4 more sources

On the Complete Convergence of Martingale

open access: yesMathematica Pannonica, 2023
In the present paper, we establish the convergence rates of the single logarithm and the iterated logarithm for martingale differences which give some further results for the open question in Stoica [6].
Chang, Mengmeng, Miao, Yu
openaire   +2 more sources

Toeplitz lemma, complete convergence, and complete moment convergence [PDF]

open access: yesCommunications in Statistics - Theory and Methods, 2016
In this paper, we study the Toeplitz lemma, the Cesàro mean convergence theorem and the Kronecker lemma. At first, we study "complete convergence" versions of the Toeplitz lemma, the Cesàro mean convergence theorem and the Kronecker lemma. Two counterexamples show that they can fail in general and some sufficient conditions for "complete convergence ...
Li, Jiyanglin, Hu, Ze-Chun
openaire   +2 more sources

Complete moment convergence of extended negatively dependent random variables

open access: yesJournal of Inequalities and Applications, 2020
In this paper, some results on the complete moment convergence of extended negatively dependent (END) random variables are established. The results in the paper improve and extend the corresponding ones of Qiu et al. (Acta Math. Appl. Sin. 40(3):436–448,
Mingzhu Song, Quanxin Zhu
doaj   +1 more source

Home - About - Disclaimer - Privacy