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Complete moment convergence of moving-average process generated by a class of random variables
Authors:Yang Ding  Xuefei Tang  Hui Wang
Institution:1. School of Mathematics and Finance, Chuzhou University, P.R. China;2. School of Mathematical Sciences, Anhui University, Hefei, P.R. China
Abstract:In this article, we establish the complete moment convergence of a moving-average process generated by a class of random variables satisfying the Rosenthal-type maximal inequality and the week mean dominating condition. On the one hand, we give the correct proof for the case p = 1 in Ko (2015 Ko, M.H. (2015). Complete moment convergence of moving average process generated by a class of random variables. J. Inequalities Appl. 2015(1):19. Article ID 225.Crossref], Web of Science ®] Google Scholar]); on the other hand, we also consider the case αp = 1 which was not considered in Ko (2015 Ko, M.H. (2015). Complete moment convergence of moving average process generated by a class of random variables. J. Inequalities Appl. 2015(1):19. Article ID 225.Crossref], Web of Science ®] Google Scholar]). The results obtained in this article generalize some corresponding ones for some dependent sequences.
Keywords:Complete moment convergence  Moving-average process  Rosenthal-type maximal inequality  Slowly varying function  Weak mean domination  
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