完成行负相关随机变量数组加权和的第q阶收敛

Pub Date : 2015-03-04 DOI:10.1080/17442508.2014.939978
M. Guo, Dongjin Zhu, Yong Ren
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引用次数: 2

摘要

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