Skip to main content
Log in

Strong stability of linear forms in φ-mixing random variables

  • Published:
Wuhan University Journal of Natural Sciences

Abstract

In this paper some new results of strong stability of linear forms in φ-mixing random variables are given. It is mainly proved that for a sequence of φ-mixing random variables {x n , n ⩾ 1} and two sequences of positive numbers {a n , n ⩾ 1} and {b n , n ⩾ 1} there exist d n R, n = 1,2,L, such that \( b_n^{ - 1} \sum\limits_{i = 1}^n {a_i x_i - d_n \to 0} \) a.s. under some suitable conditions. The results extend and improve the corresponding theorems for independent identically distributed random variables.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ibragimov I A. Some Limit Theorems for Stationary Processes [J]. Theory Probab Appl, 1962, 7:349–382.

    Article  MATH  Google Scholar 

  2. Rozanov Y A, Volconski V A. Some Limit Theorems for Random Function I[J]. Theory Probab Appl, 1959, 4:186–207.

    Google Scholar 

  3. Rozanov Y A, Volconski V A. Some Limit Theorems for Random Function II[J]. Theory Probab Appl, 1961, 6:202–215.

    Article  Google Scholar 

  4. Iosifescu M. Limit Therorems for φ-Mixing Sequences. A Survey [C]// Proceedings of the Fifth Conference on Probability Theory. Bucuresti: Editura Academiei Republicii Sociatiste Romania, 1977.

    Google Scholar 

  5. Iosifescu M. Recent Advances in Mixing Sequences of Random Variables [C] // Third International Summer School on Probability Theory and Mathematical Statistics. Varna: Publishing House of the Bulgarian Academy of Sciences, 1978.

    Google Scholar 

  6. Peligrad M. Invariance Principles for Mixing Sequences of Random Variables[J]. Ann Probab, 1982, 10(4): 968–981.

    Article  MATH  MathSciNet  Google Scholar 

  7. Peligrad M. Convergence Rates of the Strong Law for Stationary Mixing Sequences[J]. Z W Verw Gebiete, 1985, 70: 307–314.

    Article  MATH  MathSciNet  Google Scholar 

  8. Shao Q M. A Moment Inequality and Its Applications [J]. Acta Math Sinica, 1988, 31: 736–747(Ch).

    MATH  MathSciNet  Google Scholar 

  9. Yang Shanchao. Almost Sure Convergence of Weighted Sums of Mixing Sequences[J]. J Sys Sci & Math Scis, 1995, 15(3): 254–265.

    MATH  Google Scholar 

  10. Lu C R, Lin Z Y. Limit Theory of Mixing Dependent Random Variables [M]. Beijing: Science Press, 1997(Ch).

    Google Scholar 

  11. Gan Shixin, Chen Pingyan, Qiu Dehua. Strong Law of Large Numbers and Complete Convergence for Sequences of φ-Mixing Random Variables [J]. Wuhan University Journal of Natural Sciences, 2007, 12(2): 211–217.

    Article  MathSciNet  Google Scholar 

  12. Jamison B, Orey S, Pruitt W. Convergence of Weighted Averages of Independent Random Variables Z [J]. Wahrscheinlichkeitstheorie, 1965, 4: 40–44.

    Article  MATH  MathSciNet  Google Scholar 

  13. Chow Y S, Teicher H. Almost Certain Summability of Independent, Identically Distributed Random Variables [J]. Ann Math Statist, 1971, 42: 401–404.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Shixin Gan.

Additional information

Foundation item: Supported by the National Natural Science Foundation of China(10671149)

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gan, S. Strong stability of linear forms in φ-mixing random variables. Wuhan Univ. J. Nat. Sci. 14, 6–10 (2009). https://doi.org/10.1007/s11859-009-0102-3

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11859-009-0102-3

Key words

CLC number

Navigation