Glasnik matematički, Vol. 49 No. 1, 2014.
Original scientific paper
https://doi.org/10.3336/gm.49.1.15
Strong convergence for weighted sums of ρ*-mixing random variables
Yongfeng Wu
orcid.org/0000-0003-3436-8439
; College of Mathematics and Computer Science, Tongling University, 244000 Tongling, China, and, Center for Financial Engineering and School of Mathematical Sciences, Soochow University, 215006 Suzhou, China
JiangYan Peng
orcid.org/0000-0002-3506-5475
; School of Mathematics Science, University of Electronic Science and Technology of China, 611731 Chengdu, China
Abstract
The authors discuss the strong convergence for weighted sums of sequences of ρ*-mixing random variables. The obtained results extend and improve the corresponding theorem of Bai and Cheng [Bai, Z. D., Cheng, P. E., 2000. Marcinkiewicz strong laws for linear statistics. Statist. Probab. Lett., 46, 105-112]. The method used in this article differs from that of Bai and Cheng (2000).
Keywords
Strong convergence; ρ*-mixing random variable; weighted sums
Hrčak ID:
122529
URI
Publication date:
8.6.2014.
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