Title :
The complete convergence of linear process generated by ρ−-mixing sequence
Author :
Yingjie Zhan ; Xili Tan
Author_Institution :
Inst. of Math., Beihua Univ. Jilin, Jilin, China
Abstract :
Let {Yi;-∞ <; i <; ∞} be indentically distributed random variables sequence, {αi;-∞ <; i <; ∞} be an absolutely summable sequence of real numbers. Since the concept of complete convergence was proposed, many people have been paying attention to it´s limit properties. Because ρ- -mixing sequence is a class of mixing sequence with wide applications, such as in finance, electron, hydrology, the corresponding limit properties are worth studying. In this paper, we discuss the complete convergence of linear process generated by ρ--mixing sequence with slowly varying function by moment inequality.
Keywords :
convergence; random sequences; absolutely summable sequence; complete convergence; distributed random variable sequence; linear process; mixing sequence; moment inequality; slowly varying function; Convergence; Educational institutions; Finance; Random sequences; Random variables; Tin; ρ−-mixing sequence; linear process; the complete convergence;
Conference_Titel :
Mechatronic Science, Electric Engineering and Computer (MEC), 2011 International Conference on
Conference_Location :
Jilin
Print_ISBN :
978-1-61284-719-1
DOI :
10.1109/MEC.2011.6025705