Complete convergence and complete moment convergence for randomly weighted sums of martingale difference sequence [PDF]
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]
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 +4 more sources
Complete Moment Convergence and Mean Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables [PDF]
The authors first present a Rosenthal inequality for sequence of extended negatively dependent (END) random variables. By means of the Rosenthal inequality, the authors obtain some complete moment convergence and mean convergence results for arrays of ...
Yongfeng Wu, Mingzhu Song, Chunhua Wang
doaj +5 more sources
Moment Inequalities and Complete Moment Convergence
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
The complete moment convergence for CNA random vectors in Hilbert spaces [PDF]
In this paper we establish the complete moment convergence for sequences of coordinatewise negatively associated random vectors in Hilbert spaces. The result extends the complete moment convergence in (Ko in J. Inequal. Appl.
Mi-Hwa Ko
doaj +2 more sources
Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation [PDF]
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
Equivalent conditions of complete moment convergence for extended negatively dependent random variables [PDF]
In this paper, we study the equivalent conditions of complete moment convergence for sequences of identically distributed extended negatively dependent random variables.
Qunying Wu, Xiang Zeng
doaj +2 more sources
Further research on complete moment convergence for moving average process of a class of random variables [PDF]
In this article, the complete moment convergence for the partial sum of moving average processes { X n = ∑ i = − ∞ ∞ a i Y i + n , n ≥ 1 } $\{X_{n}=\sum_{i=-\infty}^{\infty}a_{i}Y_{i+n},n\geq 1\}$ is established under some mild conditions, where { Y i , −
Yong Zhang, Xue Ding
doaj +2 more sources
We investigate the complete convergence for weighted sums of sequences of negative dependence (ND) random variables and p-th moment convergence for weighted sums of sequences of ND random variables under sublinear expectation space.
Peiyu Sun, Dehui Wang, Xili Tan
doaj +1 more source
Rate of complete second-order moment convergence and theoretical applications
The purpose of this work is to present a novel mode of convergence, complete second-order moment convergence with rate, which implies almost complete convergence and gives a smaller rate of convergence.
M. Madi, I. Laroussi
doaj +1 more source

