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On the strong convergence for weighted sums of ρ-mixing random variables.

Authors :
Sung, Soo
Source :
Statistical Papers; Aug2013, Vol. 54 Issue 3, p773-781, 9p
Publication Year :
2013

Abstract

A complete convergence result is obtained for weighted sums of identically distributed ρ-mixing random variables with E| X| log(1 + | X|) < ∞ for some 0 < α ≤ 2. This result partially extends the result of Sung (Stat Papers 52: 447-454, ) for negatively associated random variables to ρ-mixing random variables. It also settles the open problem posed by Zhou et al. (J Inequal Appl, , doi:). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09325026
Volume :
54
Issue :
3
Database :
Complementary Index
Journal :
Statistical Papers
Publication Type :
Academic Journal
Accession number :
88368793
Full Text :
https://doi.org/10.1007/s00362-012-0461-2