孟兵, 王定成, 吴群英. 渐近几乎负相关随机变量和的收敛性[J]. 应用概率统计, 2019, 35(4): 345-359. DOI: 10.3969/j.issn.1001-4268.2019.04.002
引用本文: 孟兵, 王定成, 吴群英. 渐近几乎负相关随机变量和的收敛性[J]. 应用概率统计, 2019, 35(4): 345-359. DOI: 10.3969/j.issn.1001-4268.2019.04.002
MENG Bing, WANG Dingcheng, WU Qunying. Convergence for Sums of Asymptotically Almost Negatively Associated Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2019, 35(4): 345-359. DOI: 10.3969/j.issn.1001-4268.2019.04.002
Citation: MENG Bing, WANG Dingcheng, WU Qunying. Convergence for Sums of Asymptotically Almost Negatively Associated Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2019, 35(4): 345-359. DOI: 10.3969/j.issn.1001-4268.2019.04.002

渐近几乎负相关随机变量和的收敛性

Convergence for Sums of Asymptotically Almost Negatively Associated Random Variables

  • 摘要: 本文运用渐近几乎负相关(简称AANA)随机序列的矩不等式与截尾的方法,得到了不同分布的AANA随机序列最大部分加权和完全矩收敛的充分必要条件.所得结果推广和改进了文献15、16和17相应的结论.

     

    Abstract: In this paper, by applying the moment inequality for asymptotically almost negatively associated (AANA, in short) random sequence and truncated method, the equivalent conditions of complete moment convergence of the maximum partial for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of15,16 and 17, respectively.

     

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