Moment conditions for almost sure convergence of weakly correlated random variables
HTML articles powered by AMS MathViewer
- by W. Bryc and W. Smoleński
- Proc. Amer. Math. Soc. 119 (1993), 629-635
- DOI: https://doi.org/10.1090/S0002-9939-1993-1149969-7
- PDF | Request permission
Abstract:
For random sequences with unrestricted maximal correlation coefficient strictly less than $1$, sufficient moment conditions for almost sure convergence of a series and for the strong law of large numbers are given.References
- Patrick Billingsley, Convergence of probability measures, John Wiley & Sons, Inc., New York-London-Sydney, 1968. MR 0233396
- Richard C. Bradley, On the spectral density and asymptotic normality of weakly dependent random fields, J. Theoret. Probab. 5 (1992), no. 2, 355–373. MR 1157990, DOI 10.1007/BF01046741 —, Equivalent mixing conditions for random fields, Technical Report No. 336, Center for Stochastic Processes, Univ. of North Carolina, Chapel Hill, 1990.
- W. Bryc, Conditional expectation with respect to dependent $\sigma$-fields, Proceedings of the seventh conference on probability theory (Braşov, 1982) VNU Sci. Press, Utrecht, 1985, pp. 409–411. MR 867452
- Raymond Cheng, On the rate of strong mixing in stationary Gaussian random fields, Studia Math. 101 (1992), no. 2, 183–191. MR 1149571, DOI 10.4064/sm-101-2-183-191
- Jean-Dominique Deuschel and Daniel W. Stroock, Large deviations, Pure and Applied Mathematics, vol. 137, Academic Press, Inc., Boston, MA, 1989. MR 997938
- William Feller, An introduction to probability theory and its applications. Vol. II, John Wiley & Sons, Inc., New York-London-Sydney, 1966. MR 0210154
- F. Móricz, Moment inequalities for the maximum of partial sums of random fields, Acta Sci. Math. (Szeged) 39 (1977), no. 3-4, 353–366. MR 458535
- Magda Peligrad, The $r$-quick version of the strong law for stationary $\varphi$-mixing sequences, Almost everywhere convergence (Columbus, OH, 1988) Academic Press, Boston, MA, 1989, pp. 335–348. MR 1035254
- Marcel Riesz, Sur les maxima des formes bilinéaires et sur les fonctionnelles linéaires, Acta Math. 49 (1927), no. 3-4, 465–497 (French). MR 1555250, DOI 10.1007/BF02564121
- William F. Stout, On convergence of $\phi$-mixing sequences of random variables, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 31 (1974/75), 69–70. MR 358941, DOI 10.1007/BF00538717
- P. J. Szabłowski, Stochastic approximation with dependent disturbances. I, Comput. Math. Appl. 13 (1987), no. 12, 951–972. MR 898943, DOI 10.1016/0898-1221(87)90067-8
Bibliographic Information
- © Copyright 1993 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 119 (1993), 629-635
- MSC: Primary 60F15; Secondary 60E15
- DOI: https://doi.org/10.1090/S0002-9939-1993-1149969-7
- MathSciNet review: 1149969