A Note on Strong Convergence of Sums of Dependent Random Variables.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2009, Article ID 873274, 7 pages doi:10.1155/2009/873274 Research Article A Note on Strong Convergence of Sums of Dependent Random Variables Tien-Chung Hu1 and Neville C. Weber2 1 Department of Mathematic, National Tsing Hua University, Hsinchu 30043, Taiwan 2 School of Mathematics and Statistics F07, University of Sydney, Sydney, NSW 2006, Australia Correspondence should be addressed to Neville C. Weber, neville@.au Received 5 August 2009; Revised 25 November 2009; Accepted 3 December 2009 Recommended by Mohammad Fraiwan Al-Saleh For a sequence of dependent square-integrable random variables and a sequence of positive constants {b , n ≥ 1}, conditions are provided under which the series n X − EX /b converges n i1 i i i almost surely as n → ∞. These conditions are weaker than those provided by Hu et al. 2008. Copyright q 2009 T.-C. Hu and N. C. Weber. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction and Results Let {X , n ≥ 1}be a sequence of square-integrable random variables defined on a probability n space Ω, F, P and let {bn, n ≥ 1} be a sequence of positive constants. The random variables {Xn, n ≥ 1} are not assumed to be independent. Past research has focussed on conditions that ensure the strong convergence of two distinct but related series: n n Xi − EXi −1