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Complete and Complete f -Moment Convergence for Arrays of Rowwise END Random Variables and Some Applications

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Listed:
  • Jin Yu Zhou

    (Soochow University)

  • Ji Gao Yan

    (Soochow University)

  • Fei Du

    (Soochow University)

Abstract

In this paper, complete convergence and complete f -moment convergence for arrays of rowwise Extended Negatively Dependent (END, in short) random variables are investigated, and some sufficient conditions for the convergence are provided. The results obtained improved the corresponding ones for random variables with independence structure and some dependence structures.

Suggested Citation

  • Jin Yu Zhou & Ji Gao Yan & Fei Du, 2023. "Complete and Complete f -Moment Convergence for Arrays of Rowwise END Random Variables and Some Applications," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1307-1330, August.
    • Handle: RePEc:spr:sankha:v:85:y:2023:i:2:d:10.1007_s13171-022-00289-0
    DOI: 10.1007/s13171-022-00289-0
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    References listed on IDEAS

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    1. Jigao Yan, 2019. "On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(20), pages 5074-5098, October.
    2. João Lita da Silva, 2020. "Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(1), pages 20-41, January.
    3. Liu, Li, 2009. "Precise large deviations for dependent random variables with heavy tails," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1290-1298, May.
    4. Xiu Xu & Jigao Yan, 2021. "Complete moment convergence for randomly weighted sums of END sequences and its applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(12), pages 2877-2899, June.
    5. Kaiyong Wang & Yuebao Wang & Qingwu Gao, 2013. "Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate," Methodology and Computing in Applied Probability, Springer, vol. 15(1), pages 109-124, March.
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