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

Mathematics – Probability

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

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

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

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

     

Profile ID: LFWR-SCP-O-338645

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.