Precise rates in complete moment convergence for ρ-mixing sequences

被引：5

作者：

Zhao, Yuexu ^{[1
]}

机构：

[1] Hangzhou Dianzi Univ, Inst Appl Math & Engn Computat, Hangzhou 310018, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2008年 / 339卷 / 01期

关键词：

precise rates; complete moment convergence; rho-mixing; mixing rates;

D O I：

10.1016/j.jmaa.2007.06.070

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let X-1, X-2,... be a strictly stationary sequence of rho-mixing random variables with mean zeros and positive, finite variances, set S-n = X-1 + center dot center dot center dot + X-n. Suppose that lim(n)-> ESn2/n = sigma(2) > 0, Sigma(infinity)(n=1) rho(2/q) (2(n)) < infinity, where q > 2 delta + 2. We prove that, if EX12(log(+) vertical bar X-1 vertical bar)(delta) < infinity for any 0 < delta <= 1, then [GRAPHICS] where N is the standard normal random variable. (c) 2007 Elsevier Inc. All rights reserved.

引用

页码：553 / 565

页数：13

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