Convergence for weighted sums of widely orthant dependent random variables |
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Authors: | DeHua Qiu PingYan Chen |
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Affiliation: | 1. School of Mathematics and Statistics, Guangdong University of Finance and Economics, Guangzhou, P.R. Chinaqiudhua@sina.com;3. Department of Mathematics, Jinan University, Guangzhou, P.R. China |
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Abstract: | ABSTRACTIn this article, a complete convergence result and a complete moment convergence result are obtained for the weighted sums of widely orthant dependent random variables under mild conditions. As corollaries, the corresponding results are also obtained under the extended negatively orthant dependent setup. In particular, the complete convergence result generalizes and improves the related known works in the literature. |
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Keywords: | Complete convergence Complete moment convergence Extended negatively orthant dependent random variables Widely orthant dependent random variables |
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