Equivalent conditions of complete moment convergence of weighted sums for ρ*-mixing sequence of random variables

被引：25

作者：

Guo, Mingle ^{[1
]}

Zhu, Dongjin ^{[1
]}

机构：

[1] Anhui Normal Univ, Sch Math & Comp Sci, Wuhu 241000, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 01期

基金：

中国国家自然科学基金;

关键词：

rho*-mixing sequence of random variables; Weighted sums; Complete convergence; Complete moment convergence; DEPENDENT RANDOM-VARIABLES; SURE CONVERGENCE;

D O I：

10.1016/j.spl.2012.08.015

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, the complete moment convergence of weighted sums for rho*-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for rho*-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to rho*-mixing setting. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：13 / 20

页数：8

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