IRTG1792DP2018 040
Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables
Ji Gao YAN
Abstract
In this paper, the complete convergence and complete moment convergence for maximal
weighted sums of extended negatively dependent random variables are investigated. Some su±cient
conditions for the convergence are provided. In addition, the Marcinkiewicz{Zygmund type strong law
of large numbers for weighted sums of extended negatively dependent random variables is obtained.
The results obtained in the article extend the corresponding ones for independent random variables
and some dependent random variables.
Keywords:
Extended negatively dependent, complete convergence, complete moment convergence, maximal weighted sums, strong law of large numbers
JEL Classification:
C00
MR(2010) Subject Classification:
60F15