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Original Articles

Complete moment convergence of widely orthant dependent random variables

, , &
Pages 7256-7265 | Received 16 Dec 2014, Accepted 25 Jan 2016, Published online: 25 Apr 2017
 

ABSTRACT

It is known that the dependence structure of widely orthant dependent (WOD) random variables is weaker than those of negatively associated (NA) random variables, negatively superadditive dependent (NSD) random variables, negatively orthant dependent (NOD) random variables, and extended negatively dependent (END) random variables. In this article, the results of complete moment convergence and complete convergence are presented for WOD sequence under the same moment conditions as independent sequence in classical result (Chow Citation1988).

MATHEMATICS SUBJECT CLASSIFICATION:

Acknowledgments

The authors are deeply grateful to the editor and three anonymous referees whose insightful comments and suggestions have contributed substantially to the improvement of this article.

Funding

This work was supported by the National Natural Science Foundation of China (11671012, 11501005), Natural Science Foundation of Anhui Province (1408085QA02,1508085J06), Natural Science Foundation for Colleges and Universities of Anhui Province (KJ2015A065), Doctoral Research Start-up Funds Project of Anhui University, Students Science Research Training Program of Anhui University (KYXL2016007), and Undergraduate Education Quality Improvement Project of Anhui University (xjjyxm14022).

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