Complete convergence and complete moment convergence for negatively associated sequences of random variables

Abstract In this paper, we study the complete convergence and complete moment convergence for negatively associated sequences of random variables with E X = 0 $\mathbb{E}X=0$ , E exp ( ln α | X | ) < ∞ $\mathbb{E}\exp(\ln^{\alpha}|X| )<\infty$ , α > 1 $\alpha>1$ . As a result, we extend...

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Main Authors: Qunying Wu, Yuanying Jiang
Format: Article
Language:English
Published: SpringerOpen 2016-06-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-016-1107-z
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author Qunying Wu
Yuanying Jiang
author_facet Qunying Wu
Yuanying Jiang
author_sort Qunying Wu
collection DOAJ
description Abstract In this paper, we study the complete convergence and complete moment convergence for negatively associated sequences of random variables with E X = 0 $\mathbb{E}X=0$ , E exp ( ln α | X | ) < ∞ $\mathbb{E}\exp(\ln^{\alpha}|X| )<\infty$ , α > 1 $\alpha>1$ . As a result, we extend some complete convergence and complete moment convergence theorems for independent random variables to the case of negatively associated random variables without necessarily imposing any extra conditions. Our results generalize corresponding results obtained by Gut and Stadtmüller (Stat. Probab. Lett. 81:1486-1492, 2011) and Qiu and Chen (Stat. Probab. Lett. 91:76-82, 2014).
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spelling doaj.art-5895e6e947d74ae4bda6c765bdf5a06f2022-12-21T23:42:55ZengSpringerOpenJournal of Inequalities and Applications1029-242X2016-06-012016111010.1186/s13660-016-1107-zComplete convergence and complete moment convergence for negatively associated sequences of random variablesQunying Wu0Yuanying Jiang1College of Science, Guilin University of TechnologyCollege of Science, Guilin University of TechnologyAbstract In this paper, we study the complete convergence and complete moment convergence for negatively associated sequences of random variables with E X = 0 $\mathbb{E}X=0$ , E exp ( ln α | X | ) < ∞ $\mathbb{E}\exp(\ln^{\alpha}|X| )<\infty$ , α > 1 $\alpha>1$ . As a result, we extend some complete convergence and complete moment convergence theorems for independent random variables to the case of negatively associated random variables without necessarily imposing any extra conditions. Our results generalize corresponding results obtained by Gut and Stadtmüller (Stat. Probab. Lett. 81:1486-1492, 2011) and Qiu and Chen (Stat. Probab. Lett. 91:76-82, 2014).http://link.springer.com/article/10.1186/s13660-016-1107-znegatively associated random variablescomplete convergencecomplete moment convergence
spellingShingle Qunying Wu
Yuanying Jiang
Complete convergence and complete moment convergence for negatively associated sequences of random variables
Journal of Inequalities and Applications
negatively associated random variables
complete convergence
complete moment convergence
title Complete convergence and complete moment convergence for negatively associated sequences of random variables
title_full Complete convergence and complete moment convergence for negatively associated sequences of random variables
title_fullStr Complete convergence and complete moment convergence for negatively associated sequences of random variables
title_full_unstemmed Complete convergence and complete moment convergence for negatively associated sequences of random variables
title_short Complete convergence and complete moment convergence for negatively associated sequences of random variables
title_sort complete convergence and complete moment convergence for negatively associated sequences of random variables
topic negatively associated random variables
complete convergence
complete moment convergence
url http://link.springer.com/article/10.1186/s13660-016-1107-z
work_keys_str_mv AT qunyingwu completeconvergenceandcompletemomentconvergencefornegativelyassociatedsequencesofrandomvariables
AT yuanyingjiang completeconvergenceandcompletemomentconvergencefornegativelyassociatedsequencesofrandomvariables