Complete Moment Convergence of Weighted Sums for Arrays of Rowwise φ-Mixing Random Variables

الملخص EN

The complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables is investigated.

By using moment inequality and truncation method, the sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise φ-mixing random variables are obtained.

The results of Ahmed et al.

(2002) are complemented.

As an application, the complete moment convergence of moving average processes based on a φ-mixing random sequence is obtained, which improves the result of Kim et al.

(2008).