complete convergence for weighted sums of -mixing random variables完成混合随机变量加权和的收敛性.pdfVIP

Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2010, Article ID 630608, 13 pages doi:10.1155/2010/630608 Research Article Complete Convergence for Weighted Sums of ∗ ρ -Mixing Random Variables Soo Hak Sung Department of Applied Mathematics, Pai Chai University, Taejon 302-735, South Korea Correspondence should be addressed to Soo Hak Sung, sungsh@pcu.ac.kr Received 2 August 2009; Accepted 24 March 2010 Academic Editor: Leonid Shaikhet Copyright q 2010 Soo Hak Sung. 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. We obtain the complete convergence for weighted sums of ρ∗-mixing random variables. Our result extends the result of Peligrad and Gut 1999 on unweighted average to a weighted average under a mild condition of weights. Our result also generalizes and sharpens the result of An and Yuan 2008. 1. Introduction In many stochastic models, the assumption that random variables are independent is not plausible. So it is of interest to extend the concept of independence to dependence cases. One of these dependence structures is ρ∗-mixing. Let {Xn, n ≥ 1} be a sequence of random variables defined on a probability space Ω, F, P , and let Fm denote the σ-algebra generated by the random variables n X , X , . . . , X . For any S ⊂ N, define F σ X , i ∈ S. Given two σ-algebras A, B in n n1 m S i F, put ρ A, B sup corr X, Y ; X ∈ L A , Y ∈ L B , 1.1 { 2 2 } where corr