Some strong limit theorems for -mixing sequences of random variables
In this paper, we study the almost sure convergence for -mixing sequences of random variables. As a result, the authors improve the corresponding results of Yang [Yang, Shanchao, 1998. Some moment inequalities for partial sums of random variables and their applications. Chinese Sci. Bull. 43 (17), 1823-1827], Gan [Gan, Shixin, 2004. Almost sure convergence for -mixing random variable sequences. Statist. Probab. Lett. 67, 289-298], and Wu [Wu, Qunying, 2001. Some convergence properties for -mixing sequences. J. Engng. Math. 18 (3), 58-64 (in Chinese)]. We extend the classical Khintchine-Kolmogorov convergence theorem, the Marcinkiewicz strong law of large numbers, and the three series theorem for independent sequences of random variables to -mixing sequences of random variables without necessarily adding any extra conditions.
Year of publication: |
2008
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Authors: | Wu, Qunying ; Jiang, Yuanying |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 8, p. 1017-1023
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Publisher: |
Elsevier |
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