Precise asymptotics for a new kind of complete moment convergence

In this paper, we introduce a new kind of complete moment convergence, which includes complete convergence as a special case. And we also achieves some results about precise asymptotics for this kind of complete moment convergence. For example, let {X,Xn;n[greater-or-equal, slanted]1} be a sequence of i.i.d. random variables, then holds, if and only if EX=0, EX2=[sigma]2 and .

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Year of publication:	2006
Authors:	Liu, Weidong ; Lin, Zhengyan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 16, p. 1787-1799
Publisher:	Elsevier
Keywords:	Precise asymptotics Independent random variables Moment Complete convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313810