Convergence of weighted sums for sequences of pairwise NQD random variables |
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| Authors: | Yongfeng Wu |
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| Affiliation: | 1. Center for Financial Engineering and School of Mathematical Sciences, Soochow University, Suzhou, China;2. Department of Mathematics and Computer Science, Tongling University, Tongling, China |
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| Abstract: | ABSTRACTThe authors discuss the convergence for weighted sums of pairwise negatively quadrant dependent (NQD) random variables and obtain some new results which extend and improve the result of Bai and Cheng (2000) Bai, Z.D., Cheng, P.E. (2000). Marcinkiewicz strong laws for linear statistics. Stat. Probab. Lett. 46:105–112.[Crossref], [Web of Science ®] , [Google Scholar]. In addition, we relax some restrictions of the conditions in their result. Some new methods are used in this article which differ from that of Bai and Cheng (2000) Bai, Z.D., Cheng, P.E. (2000). Marcinkiewicz strong laws for linear statistics. Stat. Probab. Lett. 46:105–112.[Crossref], [Web of Science ®] , [Google Scholar]. |
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| Keywords: | Complete convergence Complete moment convergence Marcinkiewicz–Zygmund strong law Pairwise NQD random variable. |
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