Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables

In this paper, the complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to ρ∗-mixing setting.