• Title/Summary/Keyword: Complete moment convergence

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ON COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR A CLASS OF RANDOM VARIABLES

  • Wang, Xuejun;Wu, Yi
    • Journal of the Korean Mathematical Society
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    • v.54 no.3
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    • pp.877-896
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    • 2017
  • In this paper, the complete convergence and complete moment convergence for a class of random variables satisfying the Rosenthal type inequality are investigated. The sufficient and necessary conditions for the complete convergence and complete moment convergence are provided. As applications, the Baum-Katz type result and the Marcinkiewicz-Zygmund type strong law of large numbers for a class of random variables satisfying the Rosenthal type inequality are established. The results obtained in the paper extend the corresponding ones for some dependent random variables.

THE COMPLETE MOMENT CONVERGENCE FOR ARRAY OF ROWWISE ENOD RANDOM VARIABLES

  • Ryu, Dae-Hee
    • Honam Mathematical Journal
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    • v.33 no.3
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    • pp.393-405
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    • 2011
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

EQUIVALENT CONDITIONS OF COMPLETE MOMENT CONVERGENCE AND COMPLETE INTEGRAL CONVERGENCE FOR NOD SEQUENCES

  • Deng, Xin;Wang, Xuejun
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.3
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    • pp.917-933
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    • 2017
  • In this paper, seven equivalent conditions of complete moment convergence and complete integral convergence for negatively orthant dependent (NOD, in short) sequences are shown under two cases: identical distribution and stochastic domination. The results obtained in the paper improve and generalize the corresponding ones of Liang et al. [10]). In addition, an extension of the Baum-Katz complete convergence theorem: six equivalent conditions of complete convergence is established.

COMPLETE f-MOMENT CONVERGENCE FOR EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Lu, Chao;Wang, Rui;Wang, Xuejun;Wu, Yi
    • Journal of the Korean Mathematical Society
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    • v.57 no.6
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    • pp.1485-1508
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    • 2020
  • In this paper, we investigate the complete f-moment convergence for extended negatively dependent (END, for short) random variables under sub-linear expectations. We extend some results on complete f-moment convergence from the classical probability space to the sub-linear expectation space. As applications, we present some corollaries on complete moment convergence for END random variables under sub-linear expectations.

A NOTE ON COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY ORTHANT DEPENDENT RANDOM VARIABLES

  • Kim, Hyun-Chull
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.3
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    • pp.507-519
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    • 2012
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Huang, Haiwu;Zhang, Qingxia
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.4
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    • pp.1007-1025
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    • 2019
  • In the present work, the complete convergence and complete moment convergence properties for arrays of rowwise extended negatively dependent (END) random variables are investigated. Some sharp theorems on these strong convergence for weighted sums of END cases are established. These main results not only generalize the known corresponding ones of Cai [2], Wang et al. [17] and Shen [14], but also improve them, respectively.

ON THE COMPLETE MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES GENERATED BY ρ*-MIXING SEQUENCES

  • Ko, Mi-Hwa;Kim, Tae-Sung;Ryu, Dae-Hee
    • Communications of the Korean Mathematical Society
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    • v.23 no.4
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    • pp.597-606
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    • 2008
  • Let {$Y_{ij}-{\infty}\;<\;i\;<\;{\infty}$} be a doubly infinite sequence of identically distributed and ${\rho}^*$-mixing random variables with zero means and finite variances and {$a_{ij}-{\infty}\;<\;i\;<\;{\infty}$} an absolutely summable sequence of real numbers. In this paper, we prove the complete moment convergence of {${\sum}^n_{k=1}\;{\sum}^{\infty}_{i=-{\infty}}\;a_{i+k}Y_i/n^{1/p}$; $n\;{\geq}\;1$} under some suitable conditions. We extend Theorem 1.1 of Li and Zhang [Y. X. Li and L. X. Zhang, Complete moment convergence of moving average processes under dependence assumptions, Statist. Probab. Lett. 70 (2004), 191.197.] to the ${\rho}^*$-mixing case.