章志华, 陈平炎. \varphi-混合序列加权和的矩完全收敛性[J]. 应用概率统计, 2012, 28(5): 471-478.
引用本文: 章志华, 陈平炎. \varphi-混合序列加权和的矩完全收敛性[J]. 应用概率统计, 2012, 28(5): 471-478.
Zhang Zhihua, Chen Pingyan. Moment Complete Convergence for Weighted Sums of -Mixing Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(5): 471-478.
Citation: Zhang Zhihua, Chen Pingyan. Moment Complete Convergence for Weighted Sums of -Mixing Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(5): 471-478.

\varphi-混合序列加权和的矩完全收敛性

Moment Complete Convergence for Weighted Sums of -Mixing Random Variables

  • 摘要: 本文讨论了-混合序列的矩完全收敛性. 在一定混合速度限制条件下得到了-混合序列加权和的矩完全收敛性成立的充分性条件, 将相关的独立同分布随机变量的矩完全收敛性的结果推广到了-混合序列情形.

     

    Abstract: In this paper, the authors discuss the moment complete convergence for weighted sums of -mixing random variables, and obtains the sufficient condition for moment complete convergence of -mixing sequence under some mixing rate condition, which generalize the result of moment complete convergence for weighted sums of i.i.d. random variables to -mixing random variables.

     

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