摘要
研究行为ρ*混合阵列加权和的矩完全收敛性,完善了Ahmed et al.[Statist.Probab.Lett.,2002,58:185-194],Peligrad et al.[J.Theoret.Probab.,1999,12:87-104]以及Baek et al.[J.Korean Stat.Soc.,2008,37:73-80]的结果.同时,给出一个应用,得到基于ρ*混合序列的平滑移动过程的矩完全收敛性,扩充了Kim et al.[Statist.Probab.Lett.,2008,78:839-846]的结果.
The complete moment convergence of weighted sums for arrays of rowwise ρ＊ -mixing random variables is investigated. The results of Ahmed et al. [-Statist. Probab. Lett. , 2002,58：185- 194] ,Peligrad et al. [J. Theoret. Probab. , 1999,12.. 87-104] and Back et al. [J. Korean Stat. Soc. , 2008,37：73-80] are complemented. As an application,the complete moment convergence of moving average process based on a ρ ＊ -mixing random sequences is obtained, which extends the result of Kim et al. I-Statist. Probab. Lett. , 2008,78：839-846].
出处
《应用数学》
CSCD
北大核心
2013年第1期18-27,共10页
Mathematica Applicata
基金
Supported by the National Natural Science Foundation of China(11271020,11201004)
the Key Project of Chinese Ministry of Education(211077)
the Anhui Provincial Natural Science Foundation(10040606Q30,1208085MA11)
关键词
ρ＊混合序列
加权和
矩完全收敛性
完全收敛性
平滑移动过程
ρ＊ -mixing random sequence
Weighted sum
Complete moment conver-gence
Complete convergence
Moving average process
