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    鲁大伟

    • 教授     博士生导师   硕士生导师
    • 任职 : 统计与金融研究所所长
    • 性别:男
    • 毕业院校:大连理工大学
    • 学位:博士
    • 所在单位:数学科学学院
    • 学科:概率论与数理统计. 金融数学与保险精算
    • 办公地点:数学科学学院,π空间,512室

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    Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications

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    论文类型:期刊论文

    发表时间:2021-03-05

    发表刊物:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

    卷号:50

    期号:4

    页面范围:763-791

    ISSN号:0361-0926

    关键字:Widely orthant-dependent; complete convergence; complete moment convergence

    摘要:In this paper, the complete convergence and the complete moment convergence for maximal randomly weighted sums of widely orthant-dependent (WOD, in short) random variables are investigated. By using the main results, we further consider three striking and useful applications in probability and statistics. Our results generalize the corresponding earlier ones.