On Complete Convergence for Weighted Sums of Arrays of Dependent Random Variables
Author(s) -
Soo Hak Sung
Publication year - 2011
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2011/630583
Subject(s) - convergence (economics) , mathematics , mixing (physics) , random variable , algorithm , statistics , physics , quantum mechanics , economics , economic growth
A rate of complete convergence for weighted sums of arrays of rowwise independent random variables was obtained by Sung and Volodin (2011). In this paper, we extend this result to negatively associated and negatively dependent random variables. Similar results for sequences of φ-mixing and ρ*-mixing random variables are also obtained. Our results improve and generalize the results of Baek et al. (2008), Kuczmaszewska (2009), and Wang et al. (2010)
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