Convergence of asymptotically negatively associated random variables with random coefficients

Abstract

In this work, by using Marcinkiewicz-Zygmund type moment inequality of asymptotically negatively associated (ANA, in short) sequences, the strong law of large numbers of linear processes with random coefficients generated by ANA sequences is studied. The obtained results extend the convergence of linear processes with constant coefficients to the case of random coefficients.

Keywords:

• ANA random variables
• complete convergence
• complete moment convergence
• random coefficients

MSC:

• 60F15

Additional information

Funding

This research was supported by the National Natural Science Foundation of China (12061028,71871046) and the Support Program of the Guangxi China Science Foundation (2018GXNSFAA281011).