Complete moment convergence for negatively dependent sequences of random variables (Q1727500)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Complete moment convergence for negatively dependent sequences of random variables
scientific article

    Statements

    Complete moment convergence for negatively dependent sequences of random variables (English)
    0 references
    0 references
    0 references
    20 February 2019
    0 references
    Summary: We study the complete moment convergence for sequences of negatively dependent identically distributed random variables with \(\mathbb EX=0\), \(\mathbb E\exp(|X|^\alpha)<\infty\), \(0<\alpha<1\), and \(\mathbb E \exp(|X|\ln^{-r}|X|)<\infty\), \(r>0\). As a result, we establish the new complete moment convergence theorems.
    0 references
    complete moment convergence
    0 references

    Identifiers