Complete moment convergence for i.i.d. random variables

Dehua Qiu and Pingyan Chen

Statistics & Probability Letters, 2014, vol. 91, issue C, 76-82

Abstract: In the paper, the complete moment convergence is obtained for i.i.d. random variables such that all moments exist, but the moment generating function does not exist. The main results extend the related known works due to Gut and Stadtmüller.

Keywords: Sums of i.i.d. random variables; Complete convergence; Complete moment convergence (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.04.001

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