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Wang, Zi-jian; Wu, Yi; Du, Yue; Wang, Xue-jun

\(L_r\) convergence for arrays of rowwise \(m\)-extended negatively dependent random variables. (English) Zbl 07905924

Commun. Stat., Theory Methods 53, No. 20, 7370-7383 (2024).
Summary: In this article, the Marcinkiewicz-Zygmund-type moment inequality and Rosenthal-type moment inequality for \(m\)-extended negatively dependent (\(m\)-END, for short) random variables are established. As applications of Marcinkiewicz-Zygmund-type moment inequality and Rosenthal-type moment inequality, we further investigate the \(L_r\) convergence properties for arrays of rowrise \(m\)-END random variables. Some sufficient conditions are provided. Finally, some simulations are presented to verify the validity of theoretical results. The results obtained in the article generalize some known ones for independent random variables and some dependent random variables.

MSC:

60F15 Strong limit theorems

Keywords:

\(m\)-extended negatively dependent random variables; \(L_r\) convergence; moment inequality
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References:

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