Complete convergence of randomly weighted END sequences and its application. (English) Zbl 1373.60061
Summary: We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent structure are obtained. As an application, we study the convergence of the state observers of linear-time-invariant systems. Our results extend the corresponding earlier ones.
MSC:
| 60F15 | Strong limit theorems |
| 60E15 | Inequalities; stochastic orderings |
| 40A05 | Convergence and divergence of series and sequences |
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