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

Year 2014, Volume: 43 Issue: 2, 323 - 335, 01.04.2014

M. L.. Guo

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

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