Precise asymptotics for a new kind of complete moment convergence

Weidong Liu and Zhengyan Lin

Statistics & Probability Letters, 2006, vol. 76, issue 16, 1787-1799

Abstract: In this paper, we introduce a new kind of complete moment convergence, which includes complete convergence as a special case. And we also achieves some results about precise asymptotics for this kind of complete moment convergence. For example, let {X,Xn;n[greater-or-equal, slanted]1} be a sequence of i.i.d. random variables, then holds, if and only if EX=0, EX2=[sigma]2 and .

Keywords: Precise; asymptotics; Independent; random; variables; Moment; Complete; convergence. (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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