Complete Moment Convergence for Sequence of Identically Distributed φ-mixing Random Variables  

作　　者：Ping Yan CHEN Ding Cheng WANG 

机构地区：[1]Department of Mathematics, Ji'nan University, Guangzhou 510630, P. R. China [2]Center of Financial Mathematics, MSI, Australian National University,Canberra Act 0200, Australia [3]School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu 610054, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2010年第4期679-690,共12页数学学报（英文版）

基　　金：supported by National Natural Science Foundation of China (Grant No. 60574002);supported by MASCOS grant from Australian Research Council;National Natural Science Foundation of China (Grant No. 70671018)

摘　　要：In the paper we extend and generalize some results of complete moment convergence results （or the refinement of complete convergence） obtained by Chow [On the rate of moment complete convergence of sample sums and extremes. Bull. Inst. Math. Academia Sinica, 16, 177-201 （1988）] and Li ＆ Spataru [Refinement of convergence rates for tail probabilities. J. Theor. Probab., 18, 933-947 （2005）] to sequences of identically distributed φ-mixing random variables.In the paper we extend and generalize some results of complete moment convergence results （or the refinement of complete convergence） obtained by Chow [On the rate of moment complete convergence of sample sums and extremes. Bull. Inst. Math. Academia Sinica, 16, 177-201 （1988）] and Li ＆ Spataru [Refinement of convergence rates for tail probabilities. J. Theor. Probab., 18, 933-947 （2005）] to sequences of identically distributed φ-mixing random variables.

关 键 词：complete convergence complete moment convergence Φ-MIXING 

分 类 号：O211.4[理学—概率论与数理统计] O211.5[理学—数学]