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Applied Mathematics-A Journal of Chinese Universities  2020, Vol. 35 Issue (2): 184-192    DOI: 10.1007/s11766-020-3480-0
    
On the convergence for PNQD sequences with general moment conditions
XIAO Juan, QIU De-hua
1School of Mathematics and Statistics, Hengyang Normal University, Hengyang 421008, China.
2School of Statistics and Mathematics, Guangdong University of Finance and Economics, Guangzhou 510320, China.
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Abstract   Let {X, Xn, n ≥ 1} be a sequence of identically distributed pairwise negative quadrant dependent (PNQD) random variables and {an, n ≥ 1} be a sequence of positive constants with an = f(n) and f(θk)/f(θk?1) ≥ β for all large positive integers k, where 1 < θ ≤ β and
f(x) > 0 (x ≥ 1) is a non-decreasing function on [b, +∞) for some b ≥ 1. In this paper, we obtain the strong law of large numbers and complete convergence for the sequence {X, Xn, n ≥ 1},which are equivalent to the general moment condition ∑∞n=1 P(|X| > an) < ∞. Our results extend and improve the related known works in Baum and Katz [1], Chen at al. [3], and Sung[14].



Key wordspairwise negative quadrant dependent (PNQD) random variable      strong law of large numbers      complete convergence      general moment condition     
Published: 01 June 2020
CLC:  60F15  
Cite this article:

XIAO Juan, QIU De-hua. On the convergence for PNQD sequences with general moment conditions. Applied Mathematics-A Journal of Chinese Universities, 2020, 35(2): 184-192.

URL:

http://www.zjujournals.com/amjcub/10.1007/s11766-020-3480-0     OR     http://www.zjujournals.com/amjcub/Y2020/V35/I2/184


On the convergence for PNQD sequences with general moment conditions

 Let {X, Xn, n ≥ 1} be a sequence of identically distributed pairwise negative quadrant dependent (PNQD) random variables and {an, n ≥ 1} be a sequence of positive constants with an = f(n) and f(θk)/f(θk?1) ≥ β for all large positive integers k, where 1 < θ ≤ β and
f(x) > 0 (x ≥ 1) is a non-decreasing function on [b, +∞) for some b ≥ 1. In this paper, we obtain the strong law of large numbers and complete convergence for the sequence {X, Xn, n ≥ 1},which are equivalent to the general moment condition ∑∞n=1 P(|X| > an) < ∞. Our results extend and improve the related known works in Baum and Katz [1], Chen at al. [3], and Sung[14].


关键词: pairwise negative quadrant dependent (PNQD) random variable,  strong law of large numbers,  complete convergence,  general moment condition 
[1] HUANG Jian-wen , WANG Jian-jun. Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization[J]. Applied Mathematics-A Journal of Chinese Universities, 2018, 33(2): 177-.
[2] DENG Xin, TANG Xu-fei, WANG Shi-jie, WANG Xue-jun. On the strong convergence properties for weighted sums of negatively orthant dependent random variables[J]. Applied Mathematics-A Journal of Chinese Universities, 2018, 33(1): 35-47.