Precise rates in complete moment convergence for ρ-mixing sequences
نویسندگان
چکیده
منابع مشابه
Complete Convergence and Weak Law of Large Numbers for ρ-Mixing Sequences of Random Variables
; 1 X i i is a strictly stationary Gaussian sequence which has a bounded positive every t, then 1 1 1 m M ; 1 n X n . Thus, is a -mixing sequence. -mixing is similar to -mixing, but both are quite different. k is defined by (1.1) with index sets restricted to subsets S of 1,n T and subsets of , , , n k n k N . On the other hand, -mixing sequen...
متن کاملSufficient and Necessary Conditions of Complete Convergence for Weighted Sums of ρ-Mixing Random Variables
In many stochastic models, the assumption that random variables are independent is not plausible. So it is of interest to extend the concept of independence to dependence cases. One of these dependence structures is ρ∗-mixing. Let {Xn, n ≥ 1} be a sequence of random variables defined on a probability space Ω,F, P , and let Fm n denote the σ-algebra generated by the random variables Xn,Xn 1, . ....
متن کاملOn the Precise Asymptotics in Complete Moment Convergence of Moving Average Processes under NA Random Variables
Let {ε i | − ∞ < i < ∞} be a sequence of identically distributed negatively associated random variables and {a i | − ∞ < i < ∞} a sequence of real numbers with
متن کاملPrecise Asymptotics in Complete Moment Convergence of the Uniform Empirical Process
In this paper, we investigate the Precise asymptotics in complete moment convergence of the uniform empirical process.
متن کاملComplete Moment Convergence of Weighted Sums for Arrays of Rowwise φ-Mixing Random Variables
The complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables are obtained. The results of Ahmed et al. 2002 are complemented. As an application, the complete moment conver...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2008
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2007.06.070