Complete Moment Convergence of Weighted Sums for Arrays of Rowwiseφ -Mixing Random Variables
Author(s) -
Ming Le Guo
Publication year - 2012
Publication title -
international journal of mathematics and mathematical sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 39
eISSN - 1687-0425
pISSN - 0161-1712
DOI - 10.1155/2012/730962
Subject(s) - mathematics , moment (physics) , convergence (economics) , mixing (physics) , sequence (biology) , truncation (statistics) , combinatorics , discrete mathematics , algorithm , statistics , physics , classical mechanics , quantum mechanics , economics , economic growth , biology , genetics
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 convergence of moving average processes based on a φ-mixing random sequence is obtained, which improves the result of Kim et al. (2008)
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