Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications

Dawei Lu and Jialu Wang

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 4, 763-791

Abstract: In this paper, the complete convergence and the complete moment convergence for maximal randomly weighted sums of widely orthant-dependent (WOD, in short) random variables are investigated. By using the main results, we further consider three striking and useful applications in probability and statistics. Our results generalize the corresponding earlier ones.

Date: 2021
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DOI: 10.1080/03610926.2019.1640879

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