On the convergence of series of moments for row sums of random variables

João Lita da Silva

doi:10.2298/FIL2006875L

On the convergence of series of moments for row sums of random variables

João Lita da Silva

Research output: Contribution to journal › Article › peer-review

6 Downloads (Pure)

Abstract

Given a triangular array 1 of random variables satisfying < 1 for some p > 1 and sequences {b_n}, {c_n} of positive real numbers, weshall prove that ∞ < 1, where x₊ = max(x, 0). Our results are announced in a general setting, allowing us to obtain the convergence of the series in question under various types of dependence.

Original language	English
Pages (from-to)	1875-1888
Number of pages	14
Journal	Filomat
Volume	34
Issue number	6
DOIs	https://doi.org/10.2298/FIL2006875L
Publication status	Published - 2020

Keywords

Convergence of series of moments
Dependent random variables

Access to Document

10.2298/FIL2006875L

On the convergence of series of moments for row sums of random variablesFinal published version, 223 KB

Cite this

@article{dbac6947037043db9813b23e3bfcbdcf,

title = "On the convergence of series of moments for row sums of random variables",

abstract = "Given a triangular array 1 of random variables satisfying < 1 for some p > 1 and sequences {bn}, {cn} of positive real numbers, weshall prove that ∞ < 1, where x+ = max(x, 0). Our results are announced in a general setting, allowing us to obtain the convergence of the series in question under various types of dependence.",

keywords = "Convergence of series of moments, Dependent random variables",

author = "{da Silva}, {Jo{\~a}o Lita}",

note = "UIDB/04035/2020",

year = "2020",

doi = "10.2298/FIL2006875L",

language = "English",

volume = "34",

pages = "1875--1888",

journal = "Filomat",

issn = "0354-5180",

publisher = "Universitet of Nis",

number = "6",

}

TY - JOUR

T1 - On the convergence of series of moments for row sums of random variables

AU - da Silva, João Lita

N1 - UIDB/04035/2020

PY - 2020

Y1 - 2020

N2 - Given a triangular array 1 of random variables satisfying < 1 for some p > 1 and sequences {bn}, {cn} of positive real numbers, weshall prove that ∞ < 1, where x+ = max(x, 0). Our results are announced in a general setting, allowing us to obtain the convergence of the series in question under various types of dependence.

AB - Given a triangular array 1 of random variables satisfying < 1 for some p > 1 and sequences {bn}, {cn} of positive real numbers, weshall prove that ∞ < 1, where x+ = max(x, 0). Our results are announced in a general setting, allowing us to obtain the convergence of the series in question under various types of dependence.

KW - Convergence of series of moments

KW - Dependent random variables

UR - http://www.scopus.com/inward/record.url?scp=85099236952&partnerID=8YFLogxK

U2 - 10.2298/FIL2006875L

DO - 10.2298/FIL2006875L

M3 - Article

AN - SCOPUS:85099236952

SN - 0354-5180

VL - 34

SP - 1875

EP - 1888

JO - Filomat

JF - Filomat

IS - 6

ER -

On the convergence of series of moments for row sums of random variables

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this