Abstract
An analog of the Marcinkiewicz–Zygmund strong law of large numbers for weighted sums of \(\rho ^*\)-mixing random variables is obtained under a general moment condition, which improves and extends a result of Bai and Cheng (Stat Probab Lett 46:105–112, 2000) and among others.
Similar content being viewed by others
References
Bai, Z.D., Cheng, F.E.: Marcinkiewicz strong laws for linear statistics. Stat. Probab. Lett. 46, 105–112 (2000)
Bradley, R.C.: On the spectral density and asymptotic normality of weakly dependent random fields. J. Theor. Probab. 5, 355–373 (1993)
Bryc, W., Smolenski, W.: Moment conditions for almost sure convergence of weakly correlated random variables. Proc. Am. Math. Soc. 119, 629–635 (1993)
Chen, P., Gan, S.: Limiting behavior of weighted sums of i.i.d. random variables. Stat. Probab. Lett. 77, 1589–1599 (2007)
Chen, P., Li, X., Sung, S.H.: Convergence rates in the strong law of large numbers for negatively orthant dependent random variables with general moment conditions. Publ. Math. Debrecen 93, 39–55 (2018)
Chen, P., Ma, X., Sung, S.H.: On complete convergence and strong law for weighted sums of i.i.d. random variables. Abstr. Appl. Anal. 251435, 7 (2014)
Chen, P., Sung, S.H.: On complete convergence and complete moment convergence for weighted sums of \(\rho ^*\)-mixing random variables. J. Inequal. Appl. 2018, 121 (2018)
Chen, P., Yi, J., Sung, S.H.: An extension of the Baum–Katz theorem to i.i.d. random variables with general moment conditions. J. Inequal. Appl. 2015, 414 (2015)
Choi, B.D., Sung, S.H.: Almost sure convergence theorems of weighted sums of random variables. Stoch. Anal. Appl. 5, 365–377 (1987)
Chow, Y.S.: Some convergence theorems for independent random variables. Ann. Math. Stat. 37, 1482–1493 (1966)
Cuzick, J.: A strong law for weighted sums of i.i.d. random variables. J. Theor. Probab. 8, 625–641 (1995)
Hu, D., Chen, P., Sung, H.S.: Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models. Test 26, 600–617 (2017)
Hu, T.-C., Cabrera, M.O., Volodin, A.: Almost sure lim sup behaviour of the dependent bootstrap means. Stoch. Anal. Appl. 24, 939–952 (2006)
Li, W., Chen, P., Sung, H.S.: Complete moment convergence for Sung’s type weighted sums of \(\rho ^*\)-mixing random variables. Filomat 32, 1447–1453 (2018)
Martikainen, A.I., Petrov, V.V.: On a theorem of Feller. Theory Probab. Appl. 25, 191–193 (1980)
Peligrad, M., Gut, A.: Almost-sure results for a class of dependent random variables. J. Theor. Probab. 12, 87–104 (1999)
Qiu, D.H.: Convergence properties for weighted sums of \(\tilde{\rho }\)-mixing random variables. Math. Acta Sci. 31A, 132–141 (2011). (in Chinese)
Huang, H., Wang, D., Peng, J.: On the strong law of large numbers for weighted sums of \(\varphi \)-mixing random variables. J. Math. Inequal. 8, 465–473 (2014)
Sung, S.H.: Complete convergence for weighted sums of random variables. Stat. Probab. Lett. 77, 303–311 (2007)
Sung, S.H.: On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions. Stat. Probab. Lett. 83, 1963–1968 (2013)
Thrum, R.: A remark on almost sure convergence of weighted sums. Probab. Theory Relat. Fields 75, 425–430 (1987)
Utev, S., Peligrad, M.: Maximal inequalities and an invariance principle for a class of weakly dependent random variables. J. Theor. Probab. 16, 101–115 (2003)
Wu, Y., Wang, X., Hu, S., Yang, L.: Weighted version of strong law of large numbers for a class of random variables and its applications. Test 27, 379–406 (2018)
Wu, Y., Wang, X., Hu, S.: Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model. Stat. Probab. Lett. 127, 56–66 (2017)
Acknowledgements
The authors would like to thank the referees for their helpful comments. The research of Li is supported by the National Natural Science Foundation of China (No. 61374067). The research of Hu is supported by the Minister of Science and Technology R.O.C. (MOST 105-2118-M-007-004-MY2).
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Li, W., Chen, P. & Hu, TC. Strong laws for weighted sums of \(\rho ^*\)-mixing random variables under general, moment conditions. RACSAM 113, 1765–1772 (2019). https://doi.org/10.1007/s13398-018-0577-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s13398-018-0577-x