On complete moment convergence for weighted sums of negatively superadditive dependent random variables

Autor: Xuewen Lu, Haiwu Huang
Rok vydání: 2020
Předmět:
Zdroj: Applications of Mathematics. 65:355-377
DOI: 10.21136/am.2020.0255-18
Popis: In this work, the complete moment convergence and complete convergence for weighted sums of negatively superadditive dependent (NSD) random variables are studied, and some equivalent conditions of these strong convergences are established. These main results generalize and improve the corresponding theorems of Baum and Katz (1965) and Chow (1988) to weighted sums of NSD random variables without the assumption of identical distribution. As an application, a Marcinkiewicz-Zygmund-type strong law of large numbers for weighted sums of NSD random variables is obtained.
Databáze: OpenAIRE