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A Kind of Complete Moment Convergence for Sums of Independent and Nonidentically Distributed Random Variables

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  • Bao Wang
  • Quanxin Zhu

Abstract

Let be a sequence of independent and nonidentically distributed random variables. We obtain a new kind of complete moment convergence for their sums under the Lyapunov condition. Moreover, our result extends and improves the corresponding result of the independent and identically distributed (i.i.d.) cases.

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  • Bao Wang & Quanxin Zhu, 2014. "A Kind of Complete Moment Convergence for Sums of Independent and Nonidentically Distributed Random Variables," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-5, October.
    • Handle: RePEc:hin:jnlaaa:379417
    DOI: 10.1155/2014/379417
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