complete moment convergence of weighted sums for arrays of rowwise -mixing random variables完整的时刻加权和的收敛行混合随机变量的数组.pdfVIP

Hindawi Publishing Corporation International Journal of Mathematics and Mathematical Sciences Volume 2012, Article ID 730962, 13 pages doi:10.1155/2012/730962 Research Article Complete Moment Convergence of Weighted Sums for Arrays of Rowwise ϕ-Mixing Random Variables Ming Le Guo School of Mathematics and Computer Science, Anhui Normal University, Wuhu 241003, China Correspondence should be addressed to Ming Le Guo, mleguo@163.com Received 5 June 2012; Accepted 20 August 2012 Academic Editor: Mowaffaq Hajja Copyright q 2012 Ming Le Guo. 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. 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. 1. Introduction Hsu and Robbins 1 introduced the concept of complete convergence of {Xn }. A sequence {Xn, n 1, 2, . . . } is said to converge completely to a constant C if ∞ P |Xn − C| ∞, ∀ 0. 1.1 n1 Moreover, they proved that the sequence of arithmetic means of independent identically distributed i.i.d. random variables converge completely to the expected value i