Complete moment convergence for sequence of identically distributed φ-mixing random variables

被引：20

作者：

Chen, Ping Yan ^{[1
]}

Wang, Ding Cheng ^{[2
,3
]}

机构：

[1] Jinan Univ, Dept Math, Guangzhou 510630, Guangdong, Peoples R China

[2] Australian Natl Univ, MSI, Ctr Financial Math, Canberra, ACT 0200, Australia

[3] Univ Elect Sci & Technol China, Sch Appl Math, Chengdu 610054, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2010年 / 26卷 / 04期

基金：

澳大利亚研究理事会; 中国国家自然科学基金;

关键词：

complete convergence; complete moment convergence; phi-mixing; INDEPENDENT RANDOM ELEMENTS; RATES; LAW; TAIL;

D O I：

10.1007/s10114-010-7625-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the paper we extend and generalize some results of complete moment convergence results (or the refinement of complete convergence) obtained by Chow [On the rate of moment complete convergence of sample sums and extremes. Bull. Inst. Math. Academia Sinica, 16, 177-201 (1988)] and Li & Sptaru [Refinement of convergence rates for tail probabilities. J. Theor. Probab., 18, 933-947 (2005)] to sequences of identically distributed phi-mixing random variables.

引用

页码：679 / 690

页数：12

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