应用数学2013,Vol.26Issue(1):18-27,10.
行为ρ*混合阵列加权和的矩完全收敛性
Complete Moment Convergence of Weighted Sums for Arrays of Rowwise ρ*-mixing Random Variables
摘要
Abstract
The complete moment convergence of weighted sums for arrays of rowwise ρ*-mixing random variables is investigated.The results of Ahmed et al.[Statist.Probab.Lett.,2002,58:185-194],Peligrad et al.[J.Theoret.Probab.,1999,12:87-104] and Baek et al.[J.Korean Stat.Soc.,2008,37:73-80] are complemented.As an application,the complete moment convergence of moving average process based on a ρ*-mixing random sequences is obtained,which extends the result of Kim et al.[Statist.Probab.Lett.,2008,78:839-846].关键词
ρ*混合序列/加权和/矩完全收敛性/完全收敛性/平滑移动过程Key words
ρ*-mixing random sequence / Weighted sum/Complete moment convergence / Complete convergence/ Moving average process分类
数理科学引用本文复制引用
郭明乐,董娟,任永..行为ρ*混合阵列加权和的矩完全收敛性[J].应用数学,2013,26(1):18-27,10.基金项目
Supported by the National Natural Science Foundation of China (11271020,11201004),the Key Project of Chinese Ministry of Education (211077) and the Anhui Provincial Natural Science Foundation (10040606Q30,1208085MA11). (11271020,11201004)