scholarly journals Complete moment convergence for (α,β)-mixing random variables and its application

2020 ◽  
pp. 923-938
Author(s):  
Jiangf ng Hao ◽  
Kan Chen
Keyword(s):  
Random Variables ◽  
Complete Moment Convergence ◽  
Moment Convergence ◽  
Mixing Random Variables

scholarly journals Complete moment convergence for Sung’s type weighted sums of ρ*-mixing random variables

Filomat ◽  
2018 ◽  
Vol 32 (4) ◽  
pp. 1447-1453 ◽  
Author(s):  
Wei Li ◽  
Pingyan Chen ◽  
Soo Sung
Keyword(s):  
Complete Convergence ◽  
Random Variables ◽  
Convergence Result ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Moment Convergence ◽  
Mixing Random Variables

In this paper, the authors study a complete moment convergence result for Sung?s type weighted sums of ?*-mixing random variables. This result extends and improves the corresponding theorem of Sung [S.H. Sung, Complete convergence for weighted sums of ?*-mixing random variables, Discrete Dyn. Nat. Soc. 2010 (2010), Article ID 630608, 13 pages].

Complete moment convergence of moving average processes under ρ-mixing assumption

2011 ◽  
Vol 61 (6) ◽  
Author(s):  
Xing-Cai Zhou ◽  
Jin-Guan Lin
Keyword(s):  
Infinite Sequence ◽  
Moving Average ◽  
Random Variables ◽  
Partial Sums ◽  
Complete Moment Convergence ◽  
Real Numbers ◽  
Moment Convergence ◽  
Summable Sequence ◽  
Moving Average Processes ◽  
Mixing Random Variables

AbstractLet {Y i: −∞ < i < ∞} be a doubly infinite sequence of identically distributed ρ-mixing random variables, and {a i: −∞ < i < ∞} an absolutely summable sequence of real numbers. In this paper we prove the complete moment convergence for the partial sums of moving average processes $\{ X_n = \sum\limits_{i = - \infty }^\infty {a_i Y_{i + n,} n \geqslant 1} \} $ based on the sequence {Y i: −∞ < i < ∞} of ρ-mixing random variables under some suitable conditions.

scholarly journals Complete Moment Convergence of Weighted Sums for Arrays of Rowwiseφ-Mixing Random Variables

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Ming Le Guo
Keyword(s):  
Moving Average ◽  
Random Sequence ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Weighted Sums ◽  
Complete Moment Convergence ◽  
Moment Inequality ◽  
Moment Convergence ◽  
Moving Average Processes ◽  
Mixing Random Variables

The complete moment convergence of weighted sums for arrays of rowwiseφ-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 rowwiseφ-mixing random variables are obtained. The results of Ahmed et al. (2002) are complemented. As an application, the complete moment convergence of moving average processes based on aφ-mixing random sequence is obtained, which improves the result of Kim et al. (2008).

scholarly journals Complete Moment Convergence for Arrays of Rowwiseφ-Mixing Random Variables

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Lulu Zheng ◽  
Yanfang Liu ◽  
Xuejun Wang
Keyword(s):  
Random Variables ◽  
Complete Moment Convergence ◽  
Partial Sum ◽  
Moment Convergence ◽  
Mixing Random Variables ◽  
General Conditions

We investigate the complete moment convergence for maximal partial sum of arrays of rowwiseφ-mixing random variables under some more general conditions. The results obtained in the paper generalize and improve some known ones.

scholarly journals Sufficient and necessary conditions of convergence for ρ͠ mixing random variables

2019 ◽  
Vol 17 (1) ◽  
pp. 452-464
Author(s):  
Shui-Li Zhang ◽  
Yu Miao ◽  
Cong Qu
Keyword(s):  
Complete Convergence ◽  
Necessary Conditions ◽  
Random Variables ◽  
Complete Moment Convergence ◽  
Moment Convergence ◽  
Sufficient And Necessary Conditions ◽  
Mixing Random Variables

Abstract In the present paper, the sufficient and necessary conditions of the complete convergence and complete moment convergence for ρ͠-mixing random variables are established, which extend some well-known results.

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