Results 11 to 20 of about 21,382 (246)

Further research on complete moment convergence for moving average process of a class of random variables [PDF]

open access: yesJournal of Inequalities and Applications, 2017
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

A General Law of Complete Moment Convergence for Self-Normalized Sums [PDF]

open access: yesJournal of Inequalities and Applications, 2010
Let be a sequence of independent and identically distributed (i.i.d.) random variables, and is in the domain of the normal law and . In this paper, we obtain a general law of complete moment convergence for self-normalized sums.
Zang Qing-pei
doaj   +4 more sources

Complete moment convergence of moving average processes for m-WOD sequence

open access: yesJournal of Inequalities and Applications, 2021
In this paper, 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 , −
Lihong Guan, Yushan Xiao, Yanan Zhao
doaj   +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 convergence and complete moment convergence for a class of random variables [PDF]

open access: yesJournal of Inequalities and Applications, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Xinghui, Hu, Shuhe
openaire   +1 more source

Equivalent Conditions of Complete p-th Moment Convergence for Weighted Sum of ND Random Variables under Sublinear Expectation Space

open access: yesMathematics, 2023
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

Complete convergence and complete moment convergence for weighted sums of m-NA random variables [PDF]

open access: yesJournal of Inequalities and Applications, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wu, Yongfeng   +2 more
openaire   +2 more sources

Rate of complete second-order moment convergence and theoretical applications

open access: yesJournal of Taibah University for Science, 2022
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

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

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