On the strong convergence for weighted sums of ρ *-mixing random variables

Abstract

A complete convergence result is obtained for weighted sums of identically distributed ρ*-mixing random variables with E|X1|α log(1 + |X1|) < ∞ for some 0 < α ≤ 2. This result partially extends the result of Sung (Stat Papers 52: 447–454, 2011) for negatively associated random variables to ρ*-mixing random variables. It also settles the open problem posed by Zhou et al. (J Inequal Appl, 2011, doi:10.1155/2011/157816).