Abstract
In this paper, we study the complete moment convergence of the sums of ρ-mixing sequences which are double-indexed randomly weighted and stochastically dominated by a random variable X. Under the different moment conditions on X and weights, many complete moment convergence and complete convergence results are obtained. Moreover, some simulations are given for illustration.
Highlights
Let {Xn, n ≥ } be a random variable sequence defined on a fixed probability space (, F, P)
Many authors extend the results of complete convergence from the independent case to the dependent cases
For ρ-mixing sequences, we can refer to Kuczmaszewska [ ], An and Yuan [ ], Wang et al [ ], Sung [ ], Wu et al [ ] for the study of convergence and applications
Summary
1 Introduction Let {Xn, n ≥ } be a random variable sequence defined on a fixed probability space ( , F , P). Bradley [ ] studied the properties of ρ-mixing random variables and obtained the central limit theorem. Let {en, n ≥ } be a sequence of independent identically distributed (i.i.d.) random variables with zero mean and finite variance.
Sign-in/Register to view highlights & summary 
Published Version (
Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call