Complete Moment Convergence of Weighted Sums for Arrays of Rowwise φ-Mixing Random Variables
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....
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2012/730962 |
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| Summary: | 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). |
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| ISSN: | 0161-1712 1687-0425 |