负相关随机变量阵列加权和的矩完全收敛性
Complete Moment Convergence of Weighted Sums for Arrays of Rowwise Negatively Associated Random Variables
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摘要: 研究了负相关随机变量阵列加权和的矩完全收敛性, 改进了Baek等(2008)的结果. 作为应用, 得到了基于负相关随机变量序列的平滑移动过程的矩完全收敛性, 完善了Li等(2004)的结果.Abstract: The complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables is investigated. The results of Baek et al.\,(2008) are complemented. As an application, the complete moment convergence of moving average processes based on a negatively associated random sequences is obtained, which improves the result of Li et al.\,(2004).
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