Complete moment convergence for i.i.d. random variables

DOI10.1016/j.spl.2014.04.001zbMath1292.60040OpenAlexW2044032622MaRDI QIDQ2453997

De Hua Qiu, Ping Yan Chen

Publication date: 12 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.001

zbMATH Keywords

complete convergencecomplete moment convergencesums of i.i.d. random variables

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (16)

Complete moment convergence for product sums of sequence of extended negatively dependent random variables ⋮ Complete convergence and complete moment convergence for negatively associated sequences of random variables ⋮ Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations ⋮ Convergence rates in the law of large numbers and new kinds of convergence of random variables ⋮ Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations ⋮ Complete moment convergence forweighted sums of pairwise negatively quadrant dependent random variables ⋮ Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications ⋮ Complete moment convergence for ND random variables under the sub-linear expectations ⋮ Toeplitz lemma, complete convergence, and complete moment convergence ⋮ Complete moment convergence for negatively dependent sequences of random variables ⋮ Complete moment convergence for the dependent linear processes with random coefficients ⋮ Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions ⋮ Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations ⋮ Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations ⋮ Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations ⋮ Equivalent conditions of complete moment convergence for extended negatively dependent random variables

Cites Work

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• A Baum-Katz theorem for random variables under exponential moment conditions
• Complete convergence and almost sure convergence of weighted sums of random variables
• Complete moment convergence of moving-average processes under dependence assumptions
• Complete moment and integral convergence for sums of negatively associated random variables
• Complete Moment Convergence for Sequences of Independent Random Elements in Banach Spaces
• ON THE RATE OF COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF ARRAYS OF RANDOM ELEMENTS
• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers
• Probability Inequalities

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