On Complete Moment Convergence of Weighted Sums for Arrays of Rowwise Negatively Associated Random Variables

The complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables are established. Moreover, the resul...

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Bibliographic Details
Main Authors: Mingle Guo, Dongjin Zhu
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2012/850608
Description
Summary:The complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables are established. Moreover, the results of Baek et al. (2008), are complemented. As an application, the complete moment convergence of moving average processes based on a negatively associated random sequences is obtained, which improves the result of Li et al. (2004).
ISSN:1687-952X
1687-9538