On complete moment convergence for CAANA random vectors in Hilbert spaces

Mi-Hwa Ko

Statistics & Probability Letters, 2018, vol. 138, issue C, 104-110

Abstract: For a sequence {Xn,n≥1} of coordinatewise asymptotically almost negatively associated random vectors in Hilbert space, we investigate the convergence of ∑n=1∞1n1+αE(max1≤k≤n‖Sk‖−ϵnα)+ and ∑n=1∞lognn1+αE(max1≤k≤n‖Sk‖−ϵnα)+, where Sk=∑i=1kXi and a+=max{a,0}. This investigation provides the complete moment convergence for the case αr=1.

Keywords: Complete moment convergence; Coordinatewise asymptotically almost negatively associated random vectors; Hilbert spaces (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.02.068

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