Moment Inequalities and Complete Moment Convergence

Abstract

Let and be sequences of random variables. For any and , bounds for and are obtained. From these results, we establish general methods for obtaining the complete moment convergence. The results of Chow (1988), Zhu (2007), and Wu and Zhu (2009) are generalized and extended from independent (or dependent) random variables to random variables satisfying some mild conditions. Some applications to dependent random variables are discussed.