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Strong laws for weighted sums of \(\rho ^*\)-mixing random variables under general, moment conditions

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Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas Aims and scope Submit manuscript

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.

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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).

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Correspondence to Tien-Chung Hu.

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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

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  • DOI: https://doi.org/10.1007/s13398-018-0577-x

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