A note on the strong law of large numbers for arrays of rowwise -mixing random variables
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Publication:659517
Summary: Let \(\{X_{ni}\), \(i \geq 1\), \(n \geq 1\}\) be an array of row-wise \(\tilde{\rho}\)-mixing random variables. Some strong law of large numbers for arrays of row-wise \(\tilde{\rho}\)-mixing random variables is studied under some simple and weak conditions.
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- Complete convergence for weighted sums of arrays of rowwise \({\tilde\rho}\)-mixing random variables
Cites work
- Almost sure convergence for \(\tilde{\rho}\)-mixing random variable sequences
- Almost-sure results for a class of dependent random variables
- Complete convergence of weighted sums for *-mixing sequence of random variables
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
- Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
- On the asymptotic normality of sequences of weak dependent random variables
- On the spectral density and asymptotic normality of weakly dependent random fields
- On the strong law for arrays and for the bootstrap mean and variance
- Some strong limit theorems for \(\tilde \rho\)-mixing sequences of random variables
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