Complete moment convergence for product sums of sequence of extended negatively dependent random variables (Q264926): Difference between revisions

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+Complete Convergence and the Law of Large Numbers
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+Convergence Rates in the Law of Large Numbers
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+The Probability in the Tail of a Distribution
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+On complete convergence in Marcinkiewicz-Zygmund type SLLN for negatively associated random variables
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+ON THE COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES
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+Complete convergence for negatively orthant dependent random variables
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+Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables
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+On Complete Convergence for an Extended Negatively Dependent Sequence
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+Complete moment convergence for sequence of identically distributed \(\varphi \)-mixing random variables
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+Complete moment convergence of moving-average processes under dependence assumptions
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+Complete moment and integral convergence for sums of negatively associated random variables
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+Complete moment convergence for i.i.d. random variables
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+Complete moment convergence for maximal partial sums under NOD setup
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+Complete \(q\)th moment convergence for arrays of random variables
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+Precise large deviations for dependent random variables with heavy tails
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+Some concepts of negative dependence
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+Negative association of random variables, with applications
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+Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
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+The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
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+Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
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+Probability inequalities for END sequence and their applications
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+Tail behavior of the product of two dependent random variables with applications to risk theory
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+Limiting behaviour for arrays of row-wise END random variables under conditions of <i>h</i>-integrability
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+PARTIAL REGULARITY OF THE MINIMIZERS OF QUADRATIC FUNCTIONALS WITH VMO COEFFICIENTS
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