Moment Inequalities and Complete Moment Convergence

By Soo Hak Sung. 2009

63 citations recorded by the source corpus.

Let and be sequences of random variables. For any and , bounds for and are obtained. From these results, we establish general methods for obtaining the complete moment convergence. The results of Chow (1988), Zhu (2007), and Wu and Zhu (2009) are generalized and extended from independent (or dependent) random variables to random variables satisfying some mild conditions. Some applications to dependent random variables are discussed.

Subfields: Management Science and Operations Research, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e383dba9025d50e55b8881c62b01beca1d49bda3

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In Management Science and Operations Research

1. Xue Jun Wang
2. Shuhe Hu
3. Aiting Shen

In Mathematical Physics

1. Xue Jun Wang
2. Shuhe Hu

In Statistics and Probability

1. Xue Jun Wang
2. Shuhe Hu
3. Aiting Shen

Citations in the corpus

• Complete convergence and complete moment convergence for martingale difference sequence (2013, background): “4 ([9]) Let {Yn, n ≥ 1} and {Zn, n ≥ 1} be sequences of random variables.”