Complete moment convergence for the linear processes with random coefficients generated by a class of random variables

In this paper, we study the complete moment convergence for the partial sum of linear processes with random coefficients to form {X-t = Sigma(infinity)(j=-infinity) A(j)epsilon(t-j), t is an element of Z}, where {epsilon j, i is an element of Z} is a sequence of random variables with zero means and stochastically dominated by a random variable epsilon and {A(j), i is an element of Z} is a sequence of random variables, also {epsilon(j), i is an element of Z} and {A(j), i is an element of Z} satisfying the Rosenthal-type maximal inequality.