On complete moment convergence of weighted sums for arrays of row-wise 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 : 2014-05-04 DOI:10.1080/17442508.2013.801971

M. Guo

引用次数: 9

Abstract

Negatively associated (NA) random variables are a more general class of random variables which include a set of independent random variables and have been applied to many practical fields. In this paper, the complete moment convergence of weighted sums for arrays of row-wise NA random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of row-wise NA random variables are established. Moreover, under the weaker conditions, we extend the results of Baek et al. [J. Korean Stat. Soc. 37 (2008), pp. 73–80] and Sung [Abstr. Appl. Anal. 2011 (2011)]. As an application, the complete moment convergence of moving average processes based on an NA random sequence is obtained, which improves the result of Li and Zhang [Stat. Probab. Lett. 70 (2004), pp. 191–197 ].

查看原文本刊更多论文

逐行负相关随机变量数组加权和的完全矩收敛性

负相关随机变量(NA)是一类更一般的随机变量，它包括一组独立的随机变量，已被应用于许多实际领域。本文研究了逐行NA随机变量数组的加权和的完全矩收敛性。建立了行NA随机变量阵列加权和矩完全收敛的几个充分条件。此外，在较弱的条件下，我们推广了Baek等人的结果。韩国社会科学，37(2008)，第73-80页。达成。肛[j]. 2011(2011)。作为应用，得到了基于NA随机序列的移动平均过程的完全矩收敛性，改进了Li和Zhang [Stat. Probab]的结果。左70(2004)，第191-197页]。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

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.