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http://dx.doi.org/10.14403/jcms.2016.29.3.477

THE COMPLETE MOMENT CONVERGENCE FOR WEIGHTED SUMS OF STOCHASTICALLY DOMINATED PNQD RANDOM VARIABLES  

Kim, Hyun-Chull (Department of Mathematics Education Sehan University)
Publication Information
Journal of the Chungcheong Mathematical Society / v.29, no.3, 2016 , pp. 477-489 More about this Journal
Abstract
The purpose of this paper is to establish the complete moment convergence and the integrability of supremum for weighted sums of pairwise negatively quadrant dependent random variables satisfying stochastically dominating condition.
Keywords
complete moment convergence; pairwise negatively quadrant dependence; stochastic domination; integrability of supremum;
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