A kind of complete moment convergence for sums of independent and nonidentically distributed random variables

DOI10.1155/2014/379417MaRDI QIDQ1723968zbMATH OpenOpenAlexWikidataFDO

Authors Bao Wang, Quanxin Zhu

Publication date 14 February 2019

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/379417

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Review text

Summary: Let \(\{X, X_n, n \geq 1 \}\) be a sequence of independent and nonidentically distributed random variables. We obtain a new kind of complete moment convergence for their sums under the Lyapunov condition. Moreover, our result extends and improves the corresponding result of the independent and identically distributed (i.i.d.) cases.

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Cited in

(3)

• Complete moment convergence for i.i.d. random variables
• Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions
• Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations

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