Abstract:

In this article, the authors study some limit properties for sequences of pairwise NQD random variables, which are not necessarily identically distributed. They obtain Baum and Katz complete convergence and the strong stability of Jamison's weighted sums for pairwise NQD random variables, which may have different distributions. Some well-known results are improved and extended.

Key words: Pairwise NQD random variable sequence, convergence in probability, almost sure convergence, complete convergence, strong stability