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Complete moment convergence for i.i.d. random variables

Author

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  • Qiu, Dehua
  • Chen, Pingyan

Abstract

In the paper, the complete moment convergence is obtained for i.i.d. random variables such that all moments exist, but the moment generating function does not exist. The main results extend the related known works due to Gut and Stadtmüller.

Suggested Citation

  • Qiu, Dehua & Chen, Pingyan, 2014. "Complete moment convergence for i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 76-82.
    • Handle: RePEc:eee:stapro:v:91:y:2014:i:c:p:76-82
    DOI: 10.1016/j.spl.2014.04.001
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    References listed on IDEAS

    as
    1. Gut, Allan & Stadtmüller, Ulrich, 2011. "An intermediate Baum-Katz theorem," Statistics & Probability Letters, Elsevier, vol. 81(10), pages 1486-1492, October.
    2. Yun-xia, Li & Li-xin, Zhang, 2004. "Complete moment convergence of moving-average processes under dependence assumptions," Statistics & Probability Letters, Elsevier, vol. 70(3), pages 191-197, December.
    3. Sung, Soo Hak, 2007. "Complete convergence for weighted sums of random variables," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 303-311, February.
    4. Lanzinger, Hartmut, 1998. "A Baum-Katz theorem for random variables under exponential moment conditions," Statistics & Probability Letters, Elsevier, vol. 39(2), pages 89-95, August.
    Full references (including those not matched with items on IDEAS)

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