JOURNAL ARTICLE
Complete moment convergence for randomly weighted sums of negatively superadditive dependent random variables
Chao LüJibing QiRui WangXuejun Wang
Year: 2022 Journal: Communications in Statistics - Simulation and Computation Vol: 53 (6)Pages: 2966-2975 Publisher: Taylor & Francis
Abstract
In this article, the complete moment convergence for randomly weighted sums of negatively superadditive dependent (NSD, for short) random variables is studied. Several sufficient conditions of the complete moment convergence for randomly weighted sums of NSD random variables are presented. The results obtained in the article extend some corresponding ones in the literature.
Keywords:
Superadditivity Mathematics Moment (physics) Convergence (economics) Random variable Proofs of convergence of random variables Convergence of random variables Statistics Applied mathematics Mathematical economics Sum of normally distributed random variables Physics Economics
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Topics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Mathematical Approximation and Integration
Physical Sciences → Mathematics → Numerical Analysis
Advanced Harmonic Analysis Research
Physical Sciences → Mathematics → Applied Mathematics
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