Complete moment convergence for weighted sums of pairwise negatively quadrant dependent random variables


Mingming Zhao, Shengnan Ding, Di Zhang, Xuejun Wang




In this article, the complete moment convergence for weighted sums of pairwise negatively quadrant dependent (NQD, for short) random variables is studied. Several sufficient conditions to prove the complete moment convergence for weighted sums of NQD random variables are presented. The results obtained in the paper extend some corresponding ones in the literature. The simulation is also presented which can verify the validity of the theoretical result.