Abstract
Rosenthal inequality for NOD (negatively orthant dependent) random variable sequences is established. As its applications, two theorems of complete convergence of weighted sums for arrays of NOD random variables are given, which extend the corresponding known results.
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Foundation item: Supported by the National Natural Science Foundation of China (10671149, 60574002)
Biography: GAN Shixin, male, Professor, research direction: probability limiting theory, martingale theory and Banach space geometry theory.
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Gan, S., Chen, P. & Qiu, D. Rosenthal inequality for NOD sequences and its applications. Wuhan Univ. J. Nat. Sci. 16, 185–189 (2011). https://doi.org/10.1007/s11859-011-0734-y
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DOI: https://doi.org/10.1007/s11859-011-0734-y
Key words
- Rosenthal inequality
- array
- NOD (negatively orthant dependent) random variable sequence
- complete convergence