| Complete Convergence of Weighted Sums for $\rho^*$-Mixing Sequence of Random Variables |
| Received:May 06, 2012 Revised:September 03, 2012 |
| Key Words:
$\rho^*$-mixing sequence of random variables weighted sums complete convergence moment inequality.
|
| Fund Project:Supported by the National Natural Science Foundation of China\,(Grant Nos.11271020; 11201004), the Key Project of Chinese Ministry of Education (Grant No.211077) and the Natural Science Foundation of Anhui Province (Grant Nos.10040606Q30; 1208085MA11). |
|
| Hits: 3433 |
| Download times: 2682 |
| Abstract: |
| In this paper, the complete convergence of weighted sums for $\rho^*$-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete convergence of weighted sums for $\rho^*$-mixing sequence of random variables are established. We not only promote and improve the results of Li et al. (J. Theoret. Probab., 1995, {\bf 8}(1): 49--76) from i.i.d. to $\rho^*$-mixing setting but also obtain their necessities and relax their conditions. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2013.04.011 |
| View Full Text View/Add Comment |
