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ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES
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 Title & Authors
ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF I.I.D. RANDOM VARIABLES WITH APPLICATION TO MOVING AVERAGE PROCESSES
Sung, Soo-Hak;
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 Abstract
Let {,- < i < } be a doubly infinite sequence of i.i.d. random variables with E|| < , {,- < i < n 1} an array of real numbers. Under some conditions on {}, we obtain necessary and sufficient conditions for ><. We examine whether the result of Spitzer [11] holds for the moving average process, and give a partial solution.∊㴀Ѐ㘶㐻᐀䍨敭楣慬⁥湧楮敥物湧
 Keywords
complete convergence;moving average process;weighted sums;sums of independent random variables;
 Language
Korean
 Cited by
 References
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