Some mean convergence and complete convergence theorems for sequences of $m$-linearly negative quadrant dependent random variables
Applications of Mathematics, Tome 58 (2013) no. 5, pp. 511-529
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
The structure of linearly negative quadrant dependent random variables is extended by introducing the structure of $m$-linearly negative quadrant dependent random variables ($m=1,2,\dots $). For a sequence of $m$-linearly negative quadrant dependent random variables $\{X_n, n\ge 1\}$ and $1$ (resp. $1\le p 2$), conditions are provided under which $n^{-1/p} \sum _{k=1}^{n} (X_k - EX_k) \to 0$ in $L^1$ (resp. in $L^p$). Moreover, for $1\le p 2$, conditions are provided under which $n^{-1/p} \sum _{k=1}^{n} (X_k - EX_k)$ converges completely to $0$. The current work extends some results of Pyke and Root (1968) and it extends and improves some results of Wu, Wang, and Wu (2006). An open problem is posed.
The structure of linearly negative quadrant dependent random variables is extended by introducing the structure of $m$-linearly negative quadrant dependent random variables ($m=1,2,\dots $). For a sequence of $m$-linearly negative quadrant dependent random variables $\{X_n, n\ge 1\}$ and $1$ (resp. $1\le p 2$), conditions are provided under which $n^{-1/p} \sum _{k=1}^{n} (X_k - EX_k) \to 0$ in $L^1$ (resp. in $L^p$). Moreover, for $1\le p 2$, conditions are provided under which $n^{-1/p} \sum _{k=1}^{n} (X_k - EX_k)$ converges completely to $0$. The current work extends some results of Pyke and Root (1968) and it extends and improves some results of Wu, Wang, and Wu (2006). An open problem is posed.
DOI :
10.1007/s10492-013-0030-6
Classification :
60F15, 60F25
Keywords: $m$-linearly negative quadrant dependence; mean convergence; complete convergence
Keywords: $m$-linearly negative quadrant dependence; mean convergence; complete convergence
@article{10_1007_s10492_013_0030_6,
author = {Wu, Yongfeng and Rosalsky, Andrew and Volodin, Andrei},
title = {Some mean convergence and complete convergence theorems for sequences of $m$-linearly negative quadrant dependent random variables},
journal = {Applications of Mathematics},
pages = {511--529},
year = {2013},
volume = {58},
number = {5},
doi = {10.1007/s10492-013-0030-6},
mrnumber = {3104616},
zbl = {06282094},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0030-6/}
}
TY - JOUR AU - Wu, Yongfeng AU - Rosalsky, Andrew AU - Volodin, Andrei TI - Some mean convergence and complete convergence theorems for sequences of $m$-linearly negative quadrant dependent random variables JO - Applications of Mathematics PY - 2013 SP - 511 EP - 529 VL - 58 IS - 5 UR - http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0030-6/ DO - 10.1007/s10492-013-0030-6 LA - en ID - 10_1007_s10492_013_0030_6 ER -
%0 Journal Article %A Wu, Yongfeng %A Rosalsky, Andrew %A Volodin, Andrei %T Some mean convergence and complete convergence theorems for sequences of $m$-linearly negative quadrant dependent random variables %J Applications of Mathematics %D 2013 %P 511-529 %V 58 %N 5 %U http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0030-6/ %R 10.1007/s10492-013-0030-6 %G en %F 10_1007_s10492_013_0030_6
Wu, Yongfeng; Rosalsky, Andrew; Volodin, Andrei. Some mean convergence and complete convergence theorems for sequences of $m$-linearly negative quadrant dependent random variables. Applications of Mathematics, Tome 58 (2013) no. 5, pp. 511-529. doi: 10.1007/s10492-013-0030-6
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