Complete Convergence and Weak Law of Large Numbers for.docVIP

Open Journal of Statistics, 2012, 2, 484-490 /10.4236/ojs.2012.25062 Published Online December 2012 (http://www.SciRP.org/journal/ojs) Complete Convergence and Weak Law of Large Numbers ? for ρ-Mixing Sequences of Random Variables Qunying Wu 1,2 1 College of Science, Guilin University of Technology, Guilin, China 2 Guangxi Key Laboratory of Spatial Information and Geomatics, Guilin, China Email: wqy666@ Received September 5, 2012; revised October 7, 2012; accepted October 20, 2012 ABSTRACT ? In this paper, the complete convergence and weak law of large numbers are established for ? -mixing sequences of random variables. Our results extend and improve the Baum and Katz complete convergence theorem and the classical ? weak law of large numbers, etc. from independent sequences of random variables to ? -mixing sequences of random variables without necessarily adding any extra conditions. ? Keywords: ? -Mixing Sequence of Random Variables; Complete Convergence; Weak Law of Large Number 1. Introduction spectral density f ?t? , then the sequence ??? ? ?1. There- ? ? ? ? ? f X ;i 1 has the property that ? ? ? ?1? 1 Let ?? ?, P? , be a probability space. The random ?? ? i fore, instantaneous functions f X ;i i of such a ? variables we deal with are all defined on , , P . Let ? ? ? ? X ;n 1 be a sequence of random variables. For each sequence provides a class of examples for ? -mixing se- n nonempty set S ? N , write ? -algebras ?,? in ? , let ? ?? ? X ;i S ? ? . Given quences. Example 1.2. If X ;n spectral density f t , i.e., 0 ? S i ? ? ? 1 ? ? has a bounded positive ? ? ? ? M for f t n m , ??? ?? ? ? sup corr X ,Y ; X ? ? ? L2 ???,Y ? L2 ????, every t, then ?? ? ? ? ? . Thus, X ;n ?1? is 1 m M 1 ? 1 ? n ? ? EXY ? EXEY . Define the ?? -mix- a ? -mixing sequence. ? ? where corr X ,Y ? ? -mixing is similar to