Complete convergence of randomly weighted END sequences and its application

We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent structure are obtained. As an application, we st...

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Detalles Bibliográficos
Autores principales: Li, Penghua, Li, Xiaoqin, Wu, Kehan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5547198/
https://www.ncbi.nlm.nih.gov/pubmed/28835732
http://dx.doi.org/10.1186/s13660-017-1457-1
Descripción
Sumario:We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent structure are obtained. As an application, we study the convergence of the state observers of linear-time-invariant systems. Our results extend the corresponding earlier ones.

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