φ-混合序列加权和的收敛性质

Convergence Properties of the Weighted Sums of φ-mixing Random Sequences

  • 摘要: 本文在φ-混合序列下给出加权和重对数律、完全收敛和强收敛的一些充分条件,这些结论简化了6,7中结论的条件,推广了8中定理6并改进了9中有关结论,同时给出了加权和的Bernstein不等式。

     

    Abstract: This paper establishes some sufficient conditions for the law of the iterated logarithm, the complete and almost sure convergence of the weighted sums of φ-mixing random sequences. These results improve the results of 6 and 7, extend Theorem 6 of 8. A Bernstein inequality for weighted sums is obtained.

     

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