《ASYMPTOTIC PROPERTIES OF THE MOMENT CONVERGENCE FOR NA SEQUENCES》.pdfVIP

Acta Mathematica Scientia 2014,34B(2):301–312 ASYMPTOTIC PROPERTIES OF THE MOMENT CONVERGENCE FOR NA SEQUENCES∗ Yuexu ZHAO ( ë R ) Department of Mathematics, Hangzhou Dianzi University, Hangzhou 310018, China E-mail : yxzhao@ Abstract It is well-known that the complete convergence theorem for i.i.d. random vari- ables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4] obtained a moment version of Hsu and Robbins series. However, the series tends to infinity whenever ǫ goes to zero, so it is of interest to investigate the asymptotic behavior of the series as ǫ goes to zero. This note gives some limit theorems of the series generated by moments for NA random variables. Key words Asymptotic property; rate of convergence; complete moment convergence; NA sequence 2010 MR Subject Classification 60F15; 60G50 1 Introduction and Main Results The definition of negatively associated (abbreviate as NA) was introduced by Alam and Saxena [1] and Joag-Dev and Proschan [7] independently, which reads as follows: Definition 1.1 A finite family of random variables, X , X , , X , is said to be NA if, 1 2 n for every pair of disjoint subsets T1 and T2 of {1, 2, , n}, Cov f (X , i ∈ T ), f (X , j ∈ T ) ≤ 0, 1 i 1 2 j 2 whenever f1 and f2 are coordinatewise i