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

Access to Document

10.1007/s10114-010-7625-6

Cite this

@article{122747c097ac421b82ea3791c1ff0964,

title = "Complete moment convergence for sequence of identically distributed φ-mixing random variables",

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.",

keywords = "Complete convergence, Complete moment convergence, φ-mixing",

author = "Chen, \{Ping Yan\} and Wang, \{Ding Cheng\}",

year = "2010",

month = apr,

doi = "10.1007/s10114-010-7625-6",

language = "English",

volume = "26",

pages = "679--690",

journal = "Acta Mathematica Sinica, English Series",

issn = "1439-8516",

publisher = "Springer Verlag",

number = "4",

}

TY - JOUR

T1 - Complete moment convergence for sequence of identically distributed φ-mixing random variables

AU - Chen, Ping Yan

AU - Wang, Ding Cheng

PY - 2010/4

Y1 - 2010/4

N2 - 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.

AB - 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.

KW - Complete convergence

KW - Complete moment convergence

KW - φ-mixing

UR - https://www.scopus.com/pages/publications/77952849939

U2 - 10.1007/s10114-010-7625-6

DO - 10.1007/s10114-010-7625-6

M3 - Article

SN - 1439-8516

VL - 26

SP - 679

EP - 690

JO - Acta Mathematica Sinica, English Series

JF - Acta Mathematica Sinica, English Series

IS - 4

ER -

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

Abstract

Access to Document

Other files and links

Fingerprint

Cite this