Complete qth moment convergence of weighted sums for arrays of rowwise negatively associated random variables

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2015-03-04 DOI:10.1080/17442508.2014.939978

M. Guo, Dongjin Zhu, Yong Ren

引用次数: 2

Abstract

In this paper, the complete qth moment convergence of weighted sums for arrays of rowwise negatively associated (NA) random variables is investigated. By using moment inequality and truncation methods, some general results on complete qth moment convergence of weighted sums for arrays of rowwise NA random variables are obtained. As their applications, we not only generalize and extend the corresponding results of Baek et al. [On the complete convergence of weighted sums for arrays of negatively associated variables, J. Korean Stat. Soc. 37 (2008), pp. 73–80], Liang [Complete convergence for weighted sums of negatively associated random variables, Stat. Probab. Lett. 48 (2000), pp. 317–325 and Liang et al. [Complete moment convergence for sums of negatively associated random variables, Acta Math. Sin. English Ser. 26 (2010), pp. 419–432], but also greatly simplify their proofs.

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完成行负相关随机变量数组加权和的第q阶收敛

本文研究了行负相关随机变量阵列加权和的完全第q阶收敛性。利用矩不等式和截断方法，得到了行NA随机变量数组加权和的完全第q阶矩收敛性的一些一般结果。作为它们的应用，我们不仅推广和扩展了Baek等人的相应结果[关于负相关变量数组的加权和的完全收敛，J. Korean Stat. Soc. 37 (2008)， pp. 73-80]， Liang[负相关随机变量的加权和的完全收敛，Stat. Probab.]。左48 (2000)，pp. 317-325和Liang等。[负相关随机变量和的完全矩收敛，数学学报。]罪。英文卷26(2010)，页419-432]，但也大大简化了他们的证明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastics-An International Journal of Probability and Stochastic Processes MATHEMATICS, APPLIED-STATISTICS & PROBABILITY

CiteScore

1.90

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects. Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly. In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.