A Note on the Inverse Moments for Nonnegative ρ-Mixing Random Variables

Abstract EN

Wu et al.

(2009) studied the asymptotic approximation of inverse moments for nonnegative independent random variables.

Shen et al.

(2011) extended the result of Wu et al.

(2009) to the case of ρ-mixing random variables.

In the paper, we will further study the asymptotic approximation of inverse moments for nonnegative ρ-mixing random variables, which improves the corresponding results of Wu et al.

(2009), Wang et al.

(2010), and Shen et al.

(2011) under the case of identical distribution.