Complete moment convergence of widely orthant dependent random variables |
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Authors: | Xi Liu Jie Yang Yamei Lu |
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Affiliation: | School of Mathematical Science, Anhui University, Hefei, Anhui, P.R. China |
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Abstract: | It is known that the dependence structure of widely orthant dependent (WOD) random variables is weaker than those of negatively associated (NA) random variables, negatively superadditive dependent (NSD) random variables, negatively orthant dependent (NOD) random variables, and extended negatively dependent (END) random variables. In this article, the results of complete moment convergence and complete convergence are presented for WOD sequence under the same moment conditions as independent sequence in classical result (Chow 1988 Chow, Y. (1988). On the rate of moment convergence of sample sums and extremes. Bull. Inst. Math. Acad. Sin. 16(3):177–201. [Google Scholar]). |
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Keywords: | Complete moment convergence END sequences NOD sequences WOD sequences. |
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