On the convergence of the Baum-Katz series for elements of a linear autoregression

DOI10.1007/S10474-021-01157-3zbMATH Open1488.60051arXiv2008.05235OpenAlexW3170174510MaRDI QIDQ2043741FDOQ2043741

M. Ilienko

Publication date: 3 August 2021

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Abstract: We study complete convergence and closely related Hsu-Robbins-ErdH{o}s-Spitzer-Baum-Katz series for sums whose terms are elements of linear autoregression sequences. We obtain criterions for convergence of this series expressed in moment assumptions, which for "weakly dependent" sequences are the same as in classical results concerning independent case.

Full work available at URL: https://arxiv.org/abs/2008.05235

zbMATH Keywords

complete convergenceweighted sumSpitzer seriesBaum-Katz series[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Hsu-Robbins-Erd%EF%BF%BD%EF%BF%BDs+series&go=Go Hsu-Robbins-Erd��s series]linear autoregression model

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cited In (2)

• Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications
• Convergence of Baum-Katz series for sums whose terms are elements of a linear \(m\)th order autoregressive sequence

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