- Hacettepe Journal of Mathematics and Statistics
- Vol: 43 Issue: 2
- Complete qth moment convergence of weighted sums for arrays of row-wise extended negatively dependen...
Complete qth moment convergence of weighted sums for arrays of row-wise extended negatively dependent random variables
Authors : M. L. . Guo
Pages : 323-335
View : 13 | Download : 6
Publication Date : 2014-04-01
Article Type : Research
Abstract :In this paper, the complete qth moment convergence of weighted sums for arrays of row-wise extended negatively dependent (abbreviated to END in the following) random variables is investigated. By using Hoffmann-Jφrgensen type inequality and truncation method, some general results concerning complete qth moment convergence of weighted sums for arrays of row-wise END random variables are obtained. As their applications, we extend the corresponding result of Wu (2012) to the case of arrays of row-wise END random variables. The complete qth moment convergence of moving average processes based on a sequence of END random variables is obtained, which improves the result of Li and Zhang (2004). Moreover, the Baum-Katz type result for arrays of row-wise END random variables is also obtained.Keywords : END random variables, Weighted sums, Complete moment convergence, Complete convergence