Published August 21, 2010
| Version 15140
Journal article
Open
Strong Law of Large Numbers for *- Mixing Sequence
Authors/Creators
Description
Strong law of large numbers and complete convergence for sequences of *-mixing random variables are investigated. In particular, Teicher-s strong law of large numbers for independent random variables are generalized to the case of *-mixing random sequences and extended to independent and identically distributed Marcinkiewicz Law of large numbers for *-mixing.
Files
15140.pdf
Files
(197.7 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:4811a134e79d9dbae3e98e68bba632f8
|
197.7 kB | Preview Download |
Additional details
References
- J. R. Blum, D. L. Hanson, L. H. Koopmans, On the Strong Law of Large Numbers for a Class of Stochastic Processes , Z. Wahrscheinlichkeitstheorie. Verwandte Geb. 2(1963)1-11.
- W. F. Stout, Almost sure convergence, Academic Press. New York,1974.
- P. Hall, C. C. Heyde , Martingale Limit Theory and its Application, Academic Press, New York, 1980.
- Q. M. Shao, Almost sure invariance principles for mixing sequences of random variables, Stochastic Process. Appl. 48 (1993) 319-334.