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Complete Convergence and Weak Law of Large Numbers for ρ-Mixing Sequences of Random Variables

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DOI: 10.4236/ojs.2012.25062    4,125 Downloads   6,130 Views   Citations
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ABSTRACT

In this paper, the complete convergence and weak law of large numbers are established for ρ-mixing sequences of random variables. Our results extend and improve the Baum and Katz complete convergence theorem and the classical weak law of large numbers, etc. from independent sequences of random variables to ρ-mixing sequences of random variables without necessarily adding any extra conditions.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Q. Wu, "Complete Convergence and Weak Law of Large Numbers for ρ-Mixing Sequences of Random Variables," Open Journal of Statistics, Vol. 2 No. 5, 2012, pp. 484-490. doi: 10.4236/ojs.2012.25062.

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