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Complete moment convergence of double-indexed randomly weighted sums of mixing sequences
Journal of Inequalities and Applications, 2016 In this paper, we study the complete moment convergence of the sums of ρ̃-mixing sequences which are double-indexed randomly weighted and stochastically dominated by a random variable X.
Jian Han, Yu Xiang
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Journal of Mathematical Inequalities, 2023 Summary: The authors study the complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent (m-END) random variables. The results obtained in this paper extend and improve the corresponding results of \textit{Y. Wu} et al. [J. Math. Inequal. 13, No. 1, 251--260 (2019; Zbl 1483.60050)] and \textit{H.
Huang, Xiang, Wu, Yongfeng
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Complete moment convergence of moving average processes for m-WOD sequence
Journal 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
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Some strong convergence properties for arrays of rowwise ANA random variables
Journal of Inequalities and Applications, 2016 In this paper, some complete convergence, complete moment convergence, and mean convergence results for arrays of rowwise asymptotically negatively associated (ANA) random variables are obtained. These theorems not only generalize some well-known ones to
Haiwu Huang +2 more
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Convergence for sums of i.i.d. random variables under sublinear expectations
Journal of Inequalities and Applications, 2021 In this paper, we obtain equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent identically distributed random variables under sublinear expectations space.
Mingzhou Xu, Kun Cheng
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Convergence of Gaussian quasi-likelihood random fields for ergodic L\'{e}vy driven SDE observed at high frequency [PDF]
, 2013 This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are known except for ...
Masuda, Hiroki
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Journal of inequalities and applications, 2018 Let r≥1 , 1≤p0 with 1/α+1/β=1/p . Let {ank,1≤k≤n,n≥1} be an array of constants satisfying supn≥1n-1∑k=1n|ank|αεn1/p}0. We also provide moment conditions under which ∑n=1∞nr-2-q/pE(max1≤m≤n|∑k=1mankXk|-εn1/p)+q0, where q>0 . Our results improve and generalize those of Sung (Discrete Dyn. Nat. Soc. 2010:630608, 2010) and Wu et al. (Stat. Probab.
Pingyan Chen, Soo Hak Sung
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Limit Theorems for Multifractal Products of Geometric Stationary Processes [PDF]
, 2015 We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions.
Denisov, Denis, Leonenko, Nikolai
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Generalized Wasserstein distance and its application to transport equations with source [PDF]
, 2012 In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences.
A. Figalli +17 more
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Complete Moment Convergence of Weighted Sums for Arrays of Rowwise φ-Mixing Random Variables
International Journal of Mathematics and Mathematical Sciences, 2012 The complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of ...
Ming Le Guo
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