Complete moment and integral convergence for sums of negatively associated random variables

Details Complete moment and integral convergence for sums of negatively associated random variables Complete moment and integral convergence for sums of negatively associated random variables

2008-02-19

arxiv.org/abs/0802.2645v1

Mathematics

Probability

Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.i

Scientific paper

For a sequence of identically distributed negatively associated random variables $\{X_n; n\geq 1\}$ with partial sums $S_n=\sum_{i=1}^nX_i, n\geq 1$, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form $$ \sum_{n \ge n_0} n^{r -2 -\frac{1}{pq}} a_n E(\max_{1 \le k \le n}|S_k|^{\frac{1}{q}} - \epsilon b_n^{\frac{1}{pq}})^+ < \infty $$ to hold where $r>1, q>0$ and either $n_0=1, 0

Affiliated with

Also associated with

No associations

Rating

Complete moment and integral convergence for sums of negatively associated random variables does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Complete moment and integral convergence for sums of negatively associated random variables, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Complete moment and integral convergence for sums of negatively associated random variables will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-338645