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
收藏
页码：13 / 20
页数：8
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