Acta mathematica scientia,Series A ›› 2017, Vol. 37 ›› Issue (2): 265-277.

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Complete Moment Convergence for Weighted Sums of ρ-Mixing Random Variable Sequences

Qiu Dehua1, Duan Zhenghua2   

  1. 1 School of Mathematics and Statistics, Guangdong University of Finance and Economics, Guangzhou 510320;
    2 Department of Basic Courses, Guangzhou Institute of Railway Technology, Guangzhou 510430
  • Received:2016-05-31 Revised:2016-11-20 Online:2017-04-26 Published:2017-04-26
  • Supported by:

    Supported by the NSFC (11271161)

Abstract:

In this paper, we discuss complete moment convergence for weighted sums of -mixing random variables. Complete moment convergence theorems for weighted sums of -mixing random variable sequences are obtained by utilizing the Rosenthal maximal type inequality, which generalize and extend the well-known results in the literature.

Key words: ρ-Mixing random variables, Complete moment convergence, Weighted sums

CLC Number: 

  • O211.4
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