On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise φ-Mixing Random Variables

被引：15

作者：

Shen, Aiting ^{[1
]}

Wang, Xinghui ^{[1
]}

Li, Xiaoqin ^{[1
]}

Wang, Xuejun ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 13期

基金：

中国国家自然科学基金;

关键词：

phi-mixing sequence; Arrays of rowwise phi-mixing random variables; Complete convergence; CENTRAL-LIMIT-THEOREM; INVARIANCE-PRINCIPLE; SEQUENCES;

D O I：

10.1080/03610926.2012.683130

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：

Let {X-ni, i >= 1, n >= 1} be an array of rowwise phi-mixing random variables. A rate of complete convergence for weighted sums of arrays of rowwise phi-mixing random variables is obtained without assumption of identical distribution. The techniques used in the paper are the Rosenthal type inequality and the truncated method. As an application, the Baum and Katz type result for arrays of rowwise phi-mixing random variables is obtained.

引用

页码：2714 / 2725

页数：12

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