Complete moment convergence for sequence of identically distributed φ-mixing random variables

Ping Yan Chen; Ding Cheng Wang

doi:10.1007/s10114-010-7625-6

Complete moment convergence for sequence of identically distributed φ-mixing random variables

Ping Yan Chen, Ding Cheng Wang

Research output: Contribution to journal › Article › peer-review

21 Citations (Scopus)

Abstract

In the paper we extend and generalize some results of complete moment convergence results (or the refinement of complete convergence) obtained by Chow [On the rate of moment complete convergence of sample sums and extremes. Bull. Inst. Math. Academia Sinica, 16, 177-201 (1988)] and Li & Spǎtaru [Refinement of convergence rates for tail probabilities. J. Theor. Probab., 18, 933-947 (2005)] to sequences of identically distributed φ-mixing random variables.

Original language	English
Pages (from-to)	679-690
Number of pages	12
Journal	Acta Mathematica Sinica, English Series
Volume	26
Issue number	4
DOIs	https://doi.org/10.1007/s10114-010-7625-6
Publication status	Published - Apr 2010

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Complete moment convergence for sequence of identically distributed φ-mixing random variables

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