On the convergence of series of moments for row sums of random variables

Abstract: Given a triangular array

l e f t X_{n, k},, 1 l e q s l a n t k l e q s l a n t n, n g e q s l a n t 1 i g h t

of random variables satisfying

m a t h b b E l v e r t X_{n, k} v e r t^{p} < i n f t y

for some

p g e q s l a n t 1

and sequences

b_{n}

,

c_{n}

of positive real numbers, we shall prove that

s u m_{n = 1}^{i} n f t y c_{n} m a t h b b E l e f t [| s u m_{k = 1}^{n} (X_{n, k} - m a t h b b E, X_{n, k}) | / b_{n} - v a r e p s i l o n i g h t]_{+}^{p} < i n f t y

, where

x_{+} = m a x (x, 0)

. Our results are announced in a general setting, allowing us to obtain the convergence of the series in question under various types of dependence.

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