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

Soo Sung ()

Statistical Papers, 2013, vol. 54, issue 3, 773-781

Abstract: A complete convergence result is obtained for weighted sums of identically distributed ρ * -mixing random variables with E|X 1 | α log(1 + |X 1 |) > ∞ for some 0 > α ≤ 2. This result partially extends the result of Sung (Stat Papers 52: 447–454, 2011 ) for negatively associated random variables to ρ * -mixing random variables. It also settles the open problem posed by Zhou et al. (J Inequal Appl, 2011 , doi: 10.1155/2011/157816 ). Copyright Springer-Verlag 2013

Keywords: Weighted sum; Strong convergence; Complete convergence; ρ * -Mixing random variable; 60F15; 62G05 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s00362-012-0461-2

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