Complete Moment Convergence for Arrays of Rowwise Widely Orthant Dependent Random Variables

Citation
Wu, Yi et al., Complete Moment Convergence for Arrays of Rowwise Widely Orthant Dependent Random Variables, Acta mathematica Sinica. English series (Print) , 34(10), 2018, pp. 1531-1548
ISSN journal
14398516
Volume
34
Issue
10
Year of publication
2018
Pages
1531 - 1548
Database
ACNP
SICI code
Abstract
In this paper, complete moment convergence for widely orthant dependent random variables is investigated under some mild conditions. For arrays of rowwise widely orthant dependent random variables, the main results extend recent results on complete convergence to complete moment convergence. These results on complete moment convergence are shown to yield new results on complete integral convergence.