Complete moment convergence of weighted sums for processes under asymptotically almost negatively associated assumptions. (English) Zbl 1318.60033
In this paper, weighted sums of asymptotically almost negatively associated (AANA) random variables are considered. By using Rosenthal type moment inequalities, the complete moment convergence of these weighted sums is studied. The main results of this paper extend the corresponding ones by Y. S. Chow [Bull. Inst. Math., Acad. Sin. 16, No. 3, 177–201 (1988; Zbl 0655.60028)].
Reviewer: Ludwig Paditz (Dresden)
Keywords:
asymptotically almost negatively associated random variables; weighted sums; complete moment convergence; Rosenthal type moment inequalities; mixing coefficientsCitations:
Zbl 0655.60028References:
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