Equivalent conditions of complete convergence and complete moment convergence for END random variables

Aiting Shen , Mei Yao , Benqiong Xiao

Chinese Annals of Mathematics, Series B ›› 2018, Vol. 39 ›› Issue (1) : 83 -96.

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Chinese Annals of Mathematics, Series B ›› 2018, Vol. 39 ›› Issue (1) : 83 -96. DOI: 10.1007/s11401-018-1053-9
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Equivalent conditions of complete convergence and complete moment convergence for END random variables

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Abstract

In this paper, the complete convergence and the complete moment convergence for extended negatively dependent (END, in short) random variables without identical distribution are investigated. Under some suitable conditions, the equivalence between the moment of random variables and the complete convergence is established. In addition, the equivalence between the moment of random variables and the complete moment convergence is also proved. As applications, the Marcinkiewicz-Zygmund-type strong law of large numbers and the Baum-Katz-type result for END random variables are established. The results obtained in this paper extend the corresponding ones for independent random variables and some dependent random variables.

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Extended negatively dependent random variables / Complete convergence / Complete moment convergence

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Aiting Shen, Mei Yao, Benqiong Xiao. Equivalent conditions of complete convergence and complete moment convergence for END random variables. Chinese Annals of Mathematics, Series B, 2018, 39(1): 83-96 DOI:10.1007/s11401-018-1053-9

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