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2015•arXiv (Cornell University)Open access

Convergence rates in precise asymptotics for a kind of complete moment convergence

Lingtao Kong, Hongshuai Dai

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Abstract

In Liu and Lin (Statist. Probab. Letters, 2006), they introduced a kind of complete moment convergence which includes complete convergence as a special case. Inspired by the study of complete convergence, in this paper, we study the convergence rates of the precise asymptotics for this kind of complete moment convergence and get the corresponding convergence rates.

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What this paper is about

In Liu and Lin (Statist. Probab. Letters, 2006), they introduced a kind of complete moment convergence which includes complete convergence as a special case. Inspired by the study of complete convergence, in this paper, we study the convergence rates of the precise asymptotics for this kind of complete moment convergence and get the corresponding convergence rates.

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Available abstract

In Liu and Lin (Statist. Probab. Letters, 2006), they introduced a kind of complete moment convergence which includes complete convergence as a special case. Inspired by the study of complete convergence, in this paper, we study the convergence rates of the precise asymptotics for this kind of complete moment convergence and get the corresponding convergence rates.

Key concepts: Convergence (economics), Moment (physics), Normal convergence, Convergence tests, Compact convergence, Mathematics, Modes of convergence (annotated index), Dominated convergence theorem

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