Complete qth moment convergence of weighted sums for arrays of row-wise extended negatively dependent random variables

Abstract

In this paper, the complete qth moment convergence of weighted sums for arrays of row-wise extended negatively dependent (abbreviated to END in the following) random variables is investigated. By using Hoffmann-Jφrgensen type inequality and truncation method, some general results concerning complete qth moment convergence of weighted sums for arrays of row-wise END random variables are obtained. As their applications, we extend the corresponding result of Wu (2012) to the case of arrays of row-wise END random variables. The complete qth moment convergence of moving average processes based on a sequence of END random variables is obtained, which improves the result of Li and Zhang (2004). Moreover, the Baum-Katz type result for arrays of row-wise END random variables is also obtained.

Keywords

• END random variables,Weighted sums,Complete moment convergence,Complete convergence

References

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