2018FilomatOpen access

On complete and complete moment convergence for weighted sums of widely orthant dependent random variables

Caoqing Wu, Mingming Ning, Aiting Shen

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Abstract

In this article, the complete convergence for weighted sums of widely orthant dependent (WOD, in short) random variables without identical distribution is investigated. In addition, the complete moment convergence for weighted sums of WOD random variables is also obtained. The results obtained in the paper generalize some corresponding ones for some dependent random variables.

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What this paper is about

In this article, the complete convergence for weighted sums of widely orthant dependent (WOD, in short) random variables without identical distribution is investigated. In addition, the complete moment convergence for weighted sums of WOD random variables is also obtained. The results obtained in the paper generalize some corresponding ones for some dependent random variables.

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Available abstract

In this article, the complete convergence for weighted sums of widely orthant dependent (WOD, in short) random variables without identical distribution is investigated. In addition, the complete moment convergence for weighted sums of WOD random variables is also obtained. The results obtained in the paper generalize some corresponding ones for some dependent random variables.

Key concepts: Orthant, Mathematics, Convergence (economics), Moment (physics), Convergence of random variables, Random variable, Proofs of convergence of random variables, Combinatorics

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