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On Complete Convergence for Weighted Sums of ρ*‐Mixing Random Variables

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  • Aiting Shen
  • Xinghui Wang
  • Huayan Zhu

Abstract

We prove the strong law of large numbers for weighted sums ∑i=1n aniXi, which generalizes and improves the corresponding one for independent and identically distributed random variables and φ‐mixing random variables. In addition, we present some results on complete convergence for weighted sums of ρ*‐mixing random variables under some suitable conditions, which generalize the corresponding ones for independent random variables.

Suggested Citation

  • Aiting Shen & Xinghui Wang & Huayan Zhu, 2013. "On Complete Convergence for Weighted Sums of ρ*‐Mixing Random Variables," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    • Handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:947487
    DOI: 10.1155/2013/947487
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    References listed on IDEAS

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