Convergence of Weighted Linear Process for -Mixing Random Variables英文文献资料.docVIP

HindawiPublishingCorporation DiscreteDynamicsinNatureandSociety Volume2007,ArticleID74634,7pages doi:10.1155/2007/74634 ResearchArticle ConvergenceofWeightedLinearProcessforρ-Mixing RandomVariables Guang-HuiCai Received10April2006;Revised11January2007;Accepted15March2007 Acentrallimittheoremandafunctionalcentrallimittheoremareobtainedforweighted  ∞ linearprocessofρ-mixingsequencesfortheXt= i aiY ,where{Yi,0≤i∞}isa i=1 i=0 t?i  sequenceofρ-mixingrandomvariableswithEY =0,0EYi2∞, ∞ ρ(2i)∞ .The resultsobtainedgeneralizetheresultsofLiangetal.(2004)toρ-mixingsequences. Copyright?2007Guang-HuiCai. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, andreproductioninanymedium,providedtheoriginalworkisproperlycited. 1.Introductionandmainresults Asequence{Xn,n≥1}issaidtobeaρ-mixingsequence,ifn→∞,wehave     ρ(n)= sup k≥1,X∈L2(F1k),Y∈L2(Fk∞+n cov(X,Y) / X 2 Y 2?→0, (1.1) ) where Fnm is a σ-?eld that is generated by the random variables Xn,Xn+1,...,Xm . Here X =(E|X|p)1/p. p Weassumethat{Yi,0≤i∞}isaρ-mixingsequence.LetXtbealinearprocessgen- eratedbyY,thatis, t ∞ Xt= aiYt?i , (1.2) (1.3) i=0 where ∞     a ∞. i i=0  2 DiscreteDynamicsinNatureandSociety AndletEYi=0,0EYi2∞,thatis,   2 n i=1Yi n 2=lim 0. (1.4) σ E n→∞  Forthelinear process, Hoand Hsing [1], Phillips and Solo [2]and Wangetal.[3] gotcentral limit theorems (functional central limit theorems) forlinear process under independentassumptions.KimandBaek[4]gotacentrallimittheorem(functionalcen- trallimittheorem)forstronglystationary linearprocessunderlinearpositivequadrant- dependentassumptions.  ai)2,ξn(u)=(S[nu])/(τ√n). n Xi,τ2=σ2( ∞ LetSn= i=1 i=0   X,ξ (u)=(S[nu])/(τ√n). LetX =( ∞ a)Y,S = n t i=0 i t n t=1 t n AsforNArandomvariable,Liangetal.[5]obtainedthefollowingresult. Theorem 1.1. Let {Yn,n≥0}beasequence ofNArandom variables with EYi=0and  |cov(Y ,Y )|→0asn→∞uniformlyfork≥1.Assume