Equivalent conditions of complete moment convergence and complete integral convergence for NOD sequences
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In this paper, seven equivalent conditions of complete moment convergence and complete integral convergence for negatively orthant dependent (NOD, in short) sequences are shown under two cases: identical distribution and stochastic domination. The results obtained in the paper improve and generalize the corresponding ones of Liang et al. \cite{10}). In addition, an extension of the Baum-Katz complete convergence theorem: six equivalent conditions of complete convergence is established.
Abstract
In this paper, seven equivalent conditions of complete moment convergence and complete integral convergence for negatively orthant dependent (NOD, in short) sequences are shown under two cases: identical distribution and stochastic domination. The results obtained in the paper improve and generalize the corresponding ones of Liang et al. \cite{10}). In addition, an extension of the Baum-Katz complete convergence theorem: six equivalent conditions of complete convergence is established.
참고문헌 (28)
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