- Research Article
- Open Access
Some Strong Limit Theorems for Weighted Product Sums of -Mixing Sequences of Random Variables
© Q.Wu and Y. Jiang. 2009
- Received: 4 June 2009
- Accepted: 18 November 2009
- Published: 19 November 2009
We study almost sure convergence for -mixing sequences of random variables. Many of the previous results are our special cases. For example, the authors extend and improve the corresponding results of Chen et al. (1996) and Wu and Jiang (2008). We extend the classical Jamison convergence theorem and the Marcinkiewicz strong law of large numbers for independent sequences of random variables to -mixing sequences of random variables without necessarily adding any extra conditions.
- Real Number
- Variable Sequence
- Limit Theorem
- Central Limit
- Convergence Theorem
Let be a probability space. The random variables we deal with are all defined on . Let be a sequence of random variables. For each nonempty set , and write . Given -algebras in , let
where . Define the -mixing coefficients by
Obviously and except in the trivial case where all of the random variables are degenerate.
A random variables sequence is said to be a -mixing random variables sequence if there exists such that .
Lemma 1.2 (see [7, Theorem ]).
Then converges almost surely (a.s.) and in quadratic mean.
Lemma 1.3 (see [11, Lemma ]).
For each positive integer , let denote the set of all vectors such that .
Then for each positive integer , there exists a function such that the following holds.
For any integer and any choice of real numbers , one has that
To state our results, we need some notions. Throughout this paper, let be a sequence of positive real numbers, and let satisfy .
Jamison et al.  proved the following result. Suppose that are i.i.d. random variables with . Denote , that is, the number of subscripts such that . If , then a.s. Chen et al.  extended the Jamison Theorem and obtained the following result. Suppose that are i.i.d. random variables with for some . If , then a.s.
The main purpose of this paper is to study the strong limit theorems for weighted sums of -mixing random variables sequences and try to obtain some new results. We establish weighted partial sums and weighted product sums strong convergence theorems. Our results in this paper extend and improve the corresponding results of Chen et al. , Wu and Jiang , the classical Jamison convergence theorem, and the Marcinkiewicz strong law of large numbers for independent sequences of random variables to -mixing sequences of random variables.
Then (2.6) holds.
Let be i.i.d. random variables, and in Corollary 2.3, then Corollary 2.3 is the well-known Jamison convergence theorem. Thus, our Theorem 2.2 and Corollary 2.3 generalize and improve the Jamison convergence theorem from the i.i.d. case to -mixing sequence. In addition, by Theorems and in Chen et al.  are special situation of Corollary 2.3.
In particular, taking , the above formula is the well-known Marcinkiewicz strong law of large numbers. Thus, our Theorem 2.5 and Corollary 2.6 generalize and improve the Marcinkiewicz strong law of large numbers from the i.i.d. case to -mixing sequence. In addition, by Theorem in Wu and Jiang  is a special case of Corollary 2.6.
Proof of Theorem 2.1.
from the Kronecker lemma. Combining (2.15)–(2.19), (2.4) holds. This completes the proof of Theorem 2.1.
Proof of Theorem 2.2.
Then combining (2.2) and the Borel-Cantelli lemma, (2.23) holds. This completes the proof of Theorem 2.2.
Proof of Corollary 2.3.
By Theorem 2.2, we only need to verify (2.1)–(2.3) and (2.5). From having identically distribution, (2.7), (2.8) and (2.5) holds automatically.
That is,(2.1) holds.
That is, (2.2) holds.
That is, (2.3) holds. This completes proof of Corollary 2.3.
Proof of Theorem 2.5.
(i) When , by (2.10) and (2.11), in order to prove we only need to prove that
When , by (2.9) and the Kronecker lemma,
Hence, combining (2.39), (2.37) holds. This completes the proof of Theorem 2.5.
Proof of Corollary 2.6.
Let . We can easy to verify (2.9)–(2.11). By Theorem 2.5, Corollary 2.6 holds.
The authors are very grateful to the referees and the editors for their valuable comments and some helpful suggestions that improved the clarity and readability of the paper. This work was supported by the National Natural Science Foundation of China (10661006), the Support Program of the New Century Guangxi China Ten-hundred-thousand Talents Project (2005214), and the Guangxi, China Science Foundation (0991081).
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