Complete moment convergence for weighted sums of pairwise negatively quadrant dependent random variables
Filomat, Tome 34 (2020) no. 10, p. 3459
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In this article, the complete moment convergence for weighted sums of pairwise negatively quadrant dependent (NQD, for short) random variables is studied. Several sufficient conditions to prove the complete moment convergence for weighted sums of NQD random variables are presented. The results obtained in the paper extend some corresponding ones in the literature. The simulation is also presented which can verify the validity of the theoretical result.
Classification :
60F15
Keywords: complete moment convergence, complete convergence, NQD random variables, weighted sums
Keywords: complete moment convergence, complete convergence, NQD random variables, weighted sums
Mingming Zhao; Shengnan Ding; Di Zhang; Xuejun Wang. Complete moment convergence for weighted sums of pairwise negatively quadrant dependent random variables. Filomat, Tome 34 (2020) no. 10, p. 3459 . doi: 10.2298/FIL2010459Z
@article{10_2298_FIL2010459Z,
author = {Mingming Zhao and Shengnan Ding and Di Zhang and Xuejun Wang},
title = {Complete moment convergence for weighted sums of pairwise negatively quadrant dependent random variables},
journal = {Filomat},
pages = {3459 },
year = {2020},
volume = {34},
number = {10},
doi = {10.2298/FIL2010459Z},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2010459Z/}
}
TY - JOUR AU - Mingming Zhao AU - Shengnan Ding AU - Di Zhang AU - Xuejun Wang TI - Complete moment convergence for weighted sums of pairwise negatively quadrant dependent random variables JO - Filomat PY - 2020 SP - 3459 VL - 34 IS - 10 UR - http://geodesic.mathdoc.fr/articles/10.2298/FIL2010459Z/ DO - 10.2298/FIL2010459Z LA - en ID - 10_2298_FIL2010459Z ER -
%0 Journal Article %A Mingming Zhao %A Shengnan Ding %A Di Zhang %A Xuejun Wang %T Complete moment convergence for weighted sums of pairwise negatively quadrant dependent random variables %J Filomat %D 2020 %P 3459 %V 34 %N 10 %U http://geodesic.mathdoc.fr/articles/10.2298/FIL2010459Z/ %R 10.2298/FIL2010459Z %G en %F 10_2298_FIL2010459Z
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