Complete Moment Convergence for Weighted Sums of Negatively Orthant Dependent Random Variables

Xuejun Wang, Zhiyong Chen, Ru Xiao, Xiujuan Xie

In this paper, the complete moment convergence and the integrability of the supremum for weighted sums of negatively orthant dependent (NOD, in short) random variables are presented. As applications, the complete convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for NOD random variables are obtained. The results established in the paper generalize some corresponding ones for independent random variables and negatively associated random variables.