郭明乐, 单思维. 负相依随机变量序列加权和的q阶矩完全收敛性的等价条件[J]. 应用概率统计, 2020, 36(4): 381-392. DOI: 10.3969/j.issn.1001-4268.2020.04.005
引用本文: 郭明乐, 单思维. 负相依随机变量序列加权和的q阶矩完全收敛性的等价条件[J]. 应用概率统计, 2020, 36(4): 381-392. DOI: 10.3969/j.issn.1001-4268.2020.04.005
GUO Mingle, SHAN Siwei. Equivalent Conditions of Complete qth Moment Convergence for Weighted Sums of Sequences of Negatively Orthant Dependent Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(4): 381-392. DOI: 10.3969/j.issn.1001-4268.2020.04.005
Citation: GUO Mingle, SHAN Siwei. Equivalent Conditions of Complete qth Moment Convergence for Weighted Sums of Sequences of Negatively Orthant Dependent Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(4): 381-392. DOI: 10.3969/j.issn.1001-4268.2020.04.005

负相依随机变量序列加权和的q阶矩完全收敛性的等价条件

Equivalent Conditions of Complete qth Moment Convergence for Weighted Sums of Sequences of Negatively Orthant Dependent Random Variables

  • 摘要: 本文研究了负相依随机变量序列加权和的q阶矩完全收敛性. 利用矩不等式和截尾法,建立了负相依随机变量序列加权和的q阶矩完全收敛性的等价条件.广并完善了Li和Sp\vataru\ucite4、Liang等\ucite5、Guo\ucite6以及Gut\ucite21的结果.

     

    Abstract: In this paper, the complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables are established. These results not only extend the corresponding results obtained by Li and Sp\vataru\ucite4, Liang et al.\ucite5, Guo\ucite6 and Gut\ucite21 to sequences of negatively orthant dependent random variables, but also improve them.

     

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