Geodesic
On complete moment convergence for weighted sums of AANA random variables
Kybernetika, Tome 52 (2016) no. 2, pp. 294-306 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In this work, a complete moment convergence theorem is obtained for weighted sums of asymptotically almost negatively associated (AANA) random variables without assumption of identical distribution under some mild moment conditions. As an application, the complete convergence theorems for weighted sums of negatively associated (NA) and AANA random variables are obtained. The result not only generalizes the corresponding ones of Sung [13] and Huang et al. [8], but also improves them.
In this work, a complete moment convergence theorem is obtained for weighted sums of asymptotically almost negatively associated (AANA) random variables without assumption of identical distribution under some mild moment conditions. As an application, the complete convergence theorems for weighted sums of negatively associated (NA) and AANA random variables are obtained. The result not only generalizes the corresponding ones of Sung [13] and Huang et al. [8], but also improves them.
DOI : 10.14736/kyb-2016-2-0294
Classification : 60F15
Keywords: AANA random variables; complete moment convergence; complete convergence; weighted sums 
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Huang, Haiwu; Zhang, Hanjun; Zhang, Qingxia. On complete moment convergence for weighted sums of AANA random variables. Kybernetika, Tome 52 (2016) no. 2, pp. 294-306. doi: 10.14736/kyb-2016-2-0294

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