A Kind of Complete Moment Convergence for Sums of Independent and Nonidentically Distributed Random Variables

الملخص EN

Let {X,Xn,n≥1} be a sequence of independent and nonidentically distributed random variables.

We obtain a new kind of complete moment convergence for their sums under the Lyapunov condition.

Moreover, our result extends and improves the corresponding result of the independent and identically distributed (i.i.d.) cases.