Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables
Aiting Shen and
Rui Wang
Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 10, 3818-3832
Abstract:
In this article, we mainly investigate the complete convergence and complete moment convergence for arrays of rowwise asymptotically almost negatively associated (AANA, in short) random variables. First, some exponential inequalities are presented. By using these inequalities, we establish the complete convergence and complete moment convergence for arrays of rowwise AANA random variables under much weaker conditions. As applications, we provide some corollaries on complete moment convergence for AANA random variables and present an example that satisfies the conditions of the main result. The results obtained in the article generalize and improve some known ones for negatively associated random variables.
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:53:y:2024:i:10:p:3818-3832
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DOI: 10.1080/03610926.2022.2164466
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