摘要
In the paper we extend and generalize some results of complete moment convergence results (or the refinement of complete convergence) obtained by Chow [On the rate of moment complete convergence of sample sums and extremes. Bull. Inst. Math. Academia Sinica, 16, 177-201 (1988)] and Li & Spataru [Refinement of convergence rates for tail probabilities. J. Theor. Probab., 18, 933-947 (2005)] to sequences of identically distributed φ-mixing random variables.
In the paper we extend and generalize some results of complete moment convergence results (or the refinement of complete convergence) obtained by Chow [On the rate of moment complete convergence of sample sums and extremes. Bull. Inst. Math. Academia Sinica, 16, 177-201 (1988)] and Li & Spataru [Refinement of convergence rates for tail probabilities. J. Theor. Probab., 18, 933-947 (2005)] to sequences of identically distributed φ-mixing random variables.
基金
supported by National Natural Science Foundation of China (Grant No. 60574002)
supported by MASCOS grant from Australian Research Council
National Natural Science Foundation of China (Grant No. 70671018)