On convergence for sequences of pairwise negatively quadrant dependent random variables. (Q464726)

A sequence of random variables \((X_n)_{n \geq 1}\) is called completely convergent to a number \(a\) if for all \(\varepsilon>0\) \[ \sum_{n=1}^\infty \mathbb{P} \left(\left| X_n - a \right| > \varepsilon \right) < \infty. \] Moreover, two random variables are called negatively quadrant dependent (NQD) if \[ \mathbb{P} (X \leq x, \,Y \leq y) \leq \mathbb{P} (X \leq x) \mathbb{P}(Y \leq y) \] for all \(x,y\). In the present paper, the authors prove several results on complete convergence and complete moment convergence of sequences of pairwise NQD random variables, thereby improving upon previous results from the literature (such as, for example, [\textit{S.-X. Gan} and \textit{P.-Y. Chen}, Acta Math. Sci., Ser. B, Engl. Ed. 28, No. 2, 269--281 (2008; Zbl 1174.60330)]). As an example, we state Theorem 2.1 from the paper: Theorem 2.1 Let \((X_n)_{n \geq 1}\) be a sequence of pairwise NQD random variables, and \((c_n)_{n \geq 1}\) a sequence of positive constants. Suppose that for some \(\delta>0\) \[ \sum_{n=1}^\infty c_n \sum_{k=1}^n \mathbb{P} (|X_k| > \delta) < \infty \] and \[ \sum_{n=1}^\infty c_n \sum_{k=1}^n \mathbb{E} X_k^2 \mathbf{I}(|X_k|\leq \delta) < \infty. \] Then for all \(\varepsilon>0\) \[ \sum_{n=1}^\infty c_n \mathbb{P} \left( \left| \sum_{k=1}^n \left(X_k - \mathbb{E} X_k \mathbf{I} (|X_k|\leq \delta) \right) \right| > \varepsilon \right) < \infty. \]