首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On complete moment convergence of weighted sums for arrays of row-wise negatively associated random variables
Abstract:Negatively associated (NA) random variables are a more general class of random variables which include a set of independent random variables and have been applied to many practical fields. In this paper, the complete moment convergence of weighted sums for arrays of row-wise NA random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of row-wise NA random variables are established. Moreover, under the weaker conditions, we extend the results of Baek et al. J. Korean Stat. Soc. 37 (2008), pp. 73–80] and Sung Abstr. Appl. Anal. 2011 (2011)]. As an application, the complete moment convergence of moving average processes based on an NA random sequence is obtained, which improves the result of Li and Zhang Stat. Probab. Lett. 70 (2004), pp. 191–197 ].
Keywords:negatively associated random variables  weighted sums  complete moment convergence  complete convergence  moving average processes
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号