Geodesic
On complete moment convergence for weighted sums of negatively superadditive dependent random variables
Applications of Mathematics, Tome 65 (2020) no. 4, pp. 355-377

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

In this work, the complete moment convergence and complete convergence for weighted sums of negatively superadditive dependent (NSD) random variables are studied, and some equivalent conditions of these strong convergences are established. These main results generalize and improve the corresponding theorems of Baum and Katz (1965) and Chow (1988) to weighted sums of NSD random variables without the assumption of identical distribution. As an application, a Marcinkiewicz-Zygmund-type strong law of large numbers for weighted sums of NSD random variables is obtained.
DOI : 10.21136/AM.2020.0255-18
Classification : 60F15
Keywords: NSD random variables; complete moment convergence; weighted sum; equivalent conditions 
@article{10_21136_AM_2020_0255_18,
     author = {Huang, Haiwu and Lu, Xuewen},
     title = {On complete moment convergence for weighted sums of negatively superadditive dependent random variables},
     journal = {Applications of Mathematics},
     pages = {355--377},
     publisher = {mathdoc},
     volume = {65},
     number = {4},
     year = {2020},
     doi = {10.21136/AM.2020.0255-18},
     mrnumber = {4134139},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0255-18/}
}
TY  - JOUR
AU  - Huang, Haiwu
AU  - Lu, Xuewen
TI  - On complete moment convergence for weighted sums of negatively superadditive dependent random variables
JO  - Applications of Mathematics
PY  - 2020
SP  - 355
EP  - 377
VL  - 65
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0255-18/
DO  - 10.21136/AM.2020.0255-18
LA  - en
ID  - 10_21136_AM_2020_0255_18
ER  - 
%0 Journal Article
%A Huang, Haiwu
%A Lu, Xuewen
%T On complete moment convergence for weighted sums of negatively superadditive dependent random variables
%J Applications of Mathematics
%D 2020
%P 355-377
%V 65
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0255-18/
%R 10.21136/AM.2020.0255-18
%G en
%F 10_21136_AM_2020_0255_18
Huang, Haiwu; Lu, Xuewen. On complete moment convergence for weighted sums of negatively superadditive dependent random variables. Applications of Mathematics, Tome 65 (2020) no. 4, pp. 355-377. doi: 10.21136/AM.2020.0255-18

Cité par Sources :