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Complete moment convergence for sequence of identically distributed φ-mixing random variables

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Abstract

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 & Spătaru [Refinement of convergence rates for tail probabilities. J. Theor. Probab., 18, 933–947 (2005)] to sequences of identically distributed φ-mixing random variables.

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Authors and Affiliations

  1. Department of Mathematics, Ji’nan University, Guangzhou, 510630, P. R. China

    Ping Yan Chen

  2. Center of Financial Mathematics, MSI, Australian National University, Canberra Act, 0200, Australia

    Ding Cheng Wang

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  1. Ping Yan Chen
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  2. Ding Cheng Wang
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Correspondence to Ping Yan Chen.

Additional information

The first author is supported by National Natural Science Foundation of China (Grant No. 60574002); the second author is supported by MASCOS grant from Australian Research Council and National Natural Science Foundation of China (Grant No. 70671018)

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Chen, P.Y., Wang, D.C. Complete moment convergence for sequence of identically distributed φ-mixing random variables. Acta. Math. Sin.-English Ser. 26, 679–690 (2010). https://doi.org/10.1007/s10114-010-7625-6

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  • DOI: https://doi.org/10.1007/s10114-010-7625-6

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