An extension on the rate of complete moment convergence for weighted sums of weakly dependent random variables

The authors study the convergence rate of complete moment convergence for weighted sums of weakly dependent random variables without assumptions of identical distribution. Under the moment condition of $ E{{{\left| X \right|}^{\alpha }}}/{{{\left(\log \left(1+\left| X \right| \right) \right)}^{\alph...

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Veröffentlicht in:AIMS mathematics 2023, Vol.8 (1), p.622-632
Hauptverfasser: Huang, Haiwu, Yuan, Yuan, Zeng, Hongguo
Format: Artikel
Sprache:eng
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Zusammenfassung:The authors study the convergence rate of complete moment convergence for weighted sums of weakly dependent random variables without assumptions of identical distribution. Under the moment condition of $ E{{{\left| X \right|}^{\alpha }}}/{{{\left(\log \left(1+\left| X \right| \right) \right)}^{\alpha /\gamma -1}}}\; < \infty $ for $ 0 < \gamma < \alpha $ with $ 1 < \alpha \le 2 $, we establish the complete $ \alpha $-th moment convergence theorem for weighted sums of weakly dependent cases, which improves and extends the related known results in the literature.
ISSN:2473-6988
2473-6988
DOI:10.3934/math.2023029