Complete moment and integral convergence for sums of negatively associated random variables

Citation
Liang, Han Ying et al., Complete moment and integral convergence for sums of negatively associated random variables, Acta mathematica Sinica. English series (Print) , 26(3), 2010, pp. 419-432
ISSN journal
14398516
Volume
26
Issue
3
Year of publication
2010
Pages
419 - 432
Database
ACNP
SICI code
Abstract
For a sequence of identically distributed negatively associated random variables .X n ; n . 1. with partial sums S n = . ni=1 X i , n . 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form .n.n0nr.2.1pqanE(max1.k.n|Sk|1q..b1pqn)+<. to hold where r > 1, q > 0 and either n 0 = 1, 0 < p < 2, a n = 1, b n = n or n 0 = 3, p = 2, a n = (log n).1/2q, b n = n log n. These results extend results of Chow and of Li and Sp.taru from the independent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence