Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions

DOI10.1080/03610926.2015.1085566MaRDI QIDQ4975159zbMATH OpenOpenAlexFDO

Authors Qiu Dehua, Chen Pingyan

Publication date 3 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1085566

zbMATH Keywords

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

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cites work

• A Baum-Katz theorem for i.i.d. random variables with higher order moments
• A Baum-Katz theorem for random variables under exponential moment conditions
• A note on the complete convergence for weighted sums of negatively dependent random variables
• An intermediate Baum-Katz theorem
• Complete convergence and almost sure convergence of weighted sums of random variables
• Complete Convergence and the Law of Large Numbers
• Complete convergence for weighted sums of random variables
• Complete moment and integral convergence for sums of negatively associated random variables
• Complete moment convergence for i.i.d. random variables
• Complete moment convergence for sequence of identically distributed -mixing random variables
• Complete Moment Convergence for Sequences of Independent Random Elements in Banach Spaces
• Complete moment convergence for weighted sums of sequences of independent random elements in Banach spaces
• Complete moment convergence of moving-average processes under dependence assumptions
• Probability inequalities.
• Strong limit theorems for weighted sums of negatively associated random variables

Cited in

(10)

• Moment inequalities and complete moment convergence
• A kind of complete moment convergence for sums of independent and nonidentically distributed random variables
• Equivalent conditions of complete moment and integral convergence for a class of dependent random variables
• Complete moment convergence for i.i.d. random variables
• scientific article; zbMATH DE number 4092474 (Why is no real title available?)
• Complete convergence theorem for negatively dependent random variables under sub-linear expectations
• Complete and complete moment convergence for martingale difference sequence under exponential moment conditions
• Complete convergence and complete moment convergence for weighted sums of m -extended negatively dependent random variables and an application
• Some convergence theorems for widely orthant dependent random variables under exponential moment conditions
• Complete and complete moment convergence for negatively associated random variables under exponential moment conditions

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