&rho|混合随机变量加权和的收敛性

Abstract

Abstract:

In this paper, the author studies strong law of large numbers and complete convergence for weighted sums of ρ-mixing random variables. The author obtains some new results. The results extend and improve the corresponding results of Bai et al^[1] and Baum et al^[18] from i.i.d. case to ρ-mixing setting. Meanwhile, the results extend and improve the corresponding results of Volodin et al^[4] from real-valued independent random variables to ρ-mixing setting. Furthermore, a complete convergence theorem for weighted sums of arrays of arbitrary random variables is obtained.

Key words: ρ-mixing random variables, Weighted sums, Convergence properties

CLC Number:

60F15

QIU De-Hua. Convergence Properties for Weighted Sums of ρ -mixing Random Variables[J].Acta mathematica scientia,Series A, 2011, 31(1): 132-141.

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References

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Convergence Properties for Weighted Sums of ρ -mixing Random Variables

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