L₁-convergence for weighted sums of some dependent random variables

DOI10.1080/07362994.2010.513671MaRDI QIDQ3068096zbMATH OpenOpenAlexFDO

Authors Manuel Ordóñez Cabrera, Andrei Volodin, Pingyan Chen

Publication date 13 January 2011

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2010.513671

zbMATH Keywords

maximal correlation coefficient\(L_1\)-convergencemixing coefficient\(h\)-integrability\(\rho^*\)-mixing coefficientCesaro uniform integrabilitypairwise lower case negatively dependent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Recommendations

• Strong convergence for weighted sums of negatively associated arrays
• ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES
• An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
• Almost sure convergence theorems of weighted sums of random variables
• On complete convergence for weighted sums of arrays of dependent random variables

Cites work

• scientific article; zbMATH DE number 1264254 (Why is no real title available?)
• A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability
• On Convergence in $r$-Mean of Normalized Partial Sums
• WEAK LAWS OF LARGE NUMBERS FOR ARRAYS UNDER A CONDITION OF UNIFORM INTEGRABILITY

Cited in

(6)

• Moment Inequalities for $m$-NOD Random Variables and Their Applications
• CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES
• Some limit theorems for arrays of rowwise pairwise negatively quadratic dependent random variables
• The strong convergence properties of weighted sums for a class of dependent random variables
• An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
• Weak laws of large numbers for arrays of dependent random variables

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