A Kind of Complete Moment Convergence for Sums of Independent and Nonidentically Distributed Random Variables

作者：Bao, Wang; Quanxin, Zhu

来源：Abstract and Applied Analysis, 2014, 2014: 1-5.

DOI：10.1155/2014/379417

<jats:p>Let<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M1"><mml:mo stretchy="false">{</mml:mo><mml:mi>X</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mi>n</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mi>n</mml:mi><mml:mo>≥</mml:mo><mml:mn>1</mml:mn><mml:mo stretchy="false">}</mml:mo></mml:math>be a sequence of independent and nonidentically distributed random variables. We obtain a new kind of complete moment convergence for their sums under the Lyapunov condition. Moreover, our result extends and improves the corresponding result of the independent and identically distributed (i.i.d.) cases.</jats:p>

• 出版日期2014
• 单位南京师范大学