A Marcinkiewicz-Zygmund type strong law for weighted sums of φ-mixing random variables and its applications

被引：4

作者：

Chen, Pingyan ^{[1
]}

Sung, Soo Hak ^{[2
]}

机构：

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

[2] Pai Chai Univ, Dept Appl Math, Daejeon 95345, South Korea

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2022年 / 505卷 / 01期

关键词：

Marcinkiewicz-Zygmund type strong law of large numbers; Weighted sum; phi-mixing; Cesaro law of large numbers; Linear stochastic approximation algorithm; CENTRAL-LIMIT-THEOREM; INVARIANCE-PRINCIPLE; SURE CONVERGENCE; BEHAVIOR;

D O I：

10.1016/j.jmaa.2021.125572

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A Marcinkiewicz-Zygmund type strong law for weighted sums of phi-mixing random variables is established without any conditions on mixing rate. As applications of the main result, a convergence rate in the Cesaro law of large numbers is given for phi-mixing random variables, and an almost sure convergence rate for the linear stochastic approximation algorithm is established. (c) 2021 Elsevier Inc. All rights reserved.

引用

页数：12

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