Complete moment and integral convergence for sums of negatively associated random variables
Abstract
For a sequence of identically distributed negatively associated random variables with partial sums , 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 to hold where and either or . These results extend results of Chow (1988) and Li and Sp\u{a}taru (2005) 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.
Cite
@article{arxiv.0802.2645,
title = {Complete moment and integral convergence for sums of negatively associated random variables},
author = {Han-Ying Liang and Deli Li and Andrew Rosalsky},
journal= {arXiv preprint arXiv:0802.2645},
year = {2008}
}
Comments
Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)