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On Complete Convergence for Weighted Sums of -Mixing Random Variables
Journal of Inequalities and Applications volume 2010, Article number: 372390 (2010)
Some results on complete convergence for weighted sums are presented, where , is a sequence of -mixing random variables and is an array of constants. They generalize the corresponding results for sequence to the case of -mixing sequence.
Let , be a sequence of random variables defined on a fixed probability space . Let and be positive integers. Write , . Given -algebras in , let
Define the -mixing coefficients by
A random variable sequence , is said to be a -mixing random variable sequence if as .
-mixing random variables were introduced by Dobrushin  and many applications have been found. See, for example, Dobrushin , Utev , and Chen  for central limit theorem, Herrndorf  and Peligrad  for weak invariance principle, Sen [6, 7] for weak convergence of empirical processes, Shao  for almost sure invariance principles, Hu and Wang  for large deviations, and so forth. When these are compared with the corresponding results of independent random variable sequences, there still remains much to be desired.
Throughout the paper, let be the indicator function of the set . We assume that is a positive increasing function on satisfying as and is the inverse function of . Since , it follows that . For easy notation, we let and . denotes that there exists a positive constant such that . denotes a positive constant which may be different in various places.
Let , be a sequence of random variables and let , be an array of constants. The almost sure limiting behavior of weighted sums was studied by many authors; see, for example, Choi and Sung , Cuzick , Wu , and Sung [13, 14], and so forth.
The main purpose of this paper is to extend the complete convergence for weighted sums of random variables to the case of -mixing random variables.
A sequence of random variables is said to be stochastically dominated by a random variable if there exists a positive constant , such that
for all and .
A double array , , of real numbers is said to be a Toeplitz array if for each and
for all , where is a positive constant.
Let , be a sequence of random variables which is stochastically dominated by a random variable . For any and , the following statement holds:
where is a positive constant.
Lemma 1.5 (cf. [15, Lemma ]).
Let , be a sequence of -mixing random variables. Let , , , , and . Then
Lemma 1.6 (cf. [8, Lemma 2.2]).
Let , be a -mixing sequence. Put . Suppose that there exists an array of positive numbers such that
Then for every , there exists a constant depending only on and such that
for every and .
Let , be a sequence of -mixing random variables satisfying . . Assume that and for each . Then there exists a constant depending only on and such that
for every and . In particular, one has
for every .
By Lemma 1.5, we can see that
which implies (1.7). By Lemma 1.6, we can get the desired result (1.9) immediately. The proof is complete.
Assume that the inverse function of satisfies
If , then
The proof is similar to that of Lemma by Sung . So we omit it.
2. Main Results and Their Proofs
Let , be a sequence of identically distributed -mixing random variables satisfying , , , and . Assume that the inverse function of satisfies (1.12). Let , , be an array of constants such that
(ii) for some .
Then for any ,
For each , denote
It is easy to check that
Firstly, we will show that
It follows from Lemma 1.8 and Kronecker's lemma that
By , condition (i), (2.6), and , we can see that
which implies (2.5). By (2.4) and (2.5), we can see that, for sufficiently large ,
To prove (2.1), it suffices to show that
By Markov's inequality, Lemma 1.7, , and condition (ii), we have
It follows from that
We complete the proof of the theorem.
Let , be a sequence of -mixing random variables satisfying and let , , be an array of real numbers. Let , be an increasing sequence of positive integers and let , be a sequence of positive real numbers. If for some , , and for any , the following conditions are satisfied:
Note that if the series is convergent, then (2.15) holds. Therefore, we will consider only such sequences , for which the series is divergent.
Using the inequality and Jensen's inequality, we can estimate in the following way:
By (2.17), (2.18), and Lemma 1.7, we can get
Therefore, we can conclude that (2.15) holds by (2.12), (2.13), (2.14), and (2.19).
Let and let , be a sequence of -mixing random variables satisfying , , and for . Let , , be an array of real numbers satisfying the following condition:
for some and . Then for any and ,
Take , , and in Theorem 2.2. By (2.20) we have
following from . By the assumption for and (2.20) we get
following from and . We get the desired result by Theorem 2.2 immediately. The proof is completed.
Let and let , be a sequence of -mixing random variables satisfying , , and for . Assume that the random variables are stochastically dominated by a random variable such that and let , , be an array of real numbers satisfying the following condition:
for some and . Then for any and , (2.21) holds.
The proof is similar to that of Theorem 2.3. We only need to note that
for each .
Let , be a sequence of -mixing random variables satisfying and let , , be a Toeplitz array. Assume that the random variables are stochastically dominated by a random variable . If for some and ,
where , then for any ,
Take , for and in Theorem 2.2. Then we can see that (2.12) and (2.13) are satisfied. In fact, by (1.4) and (2.26) we have
and by Lemma 1.4, (1.5), and (2.26) we have
In order to prove that (2.14) holds, we should consider the following two cases.
In the case , by Lemma 1.4, (1.5), (2.26), and inequality, we have
In the case , we can get
To complete the proof of the theorem, we only need to prove
Indeed, by Lemma 1.4, it follows that
Thus we get the desired result.
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The authors are most grateful to the Editor Andrei I. Volodin and anonymous referee for the careful reading of the manuscript and valuable suggestions which helped in significantly improving an earlier version of this paper. This work was supported by the National Natural Science Foundation of China (10871001, 60803059), Provincial Natural Science Research Project of Anhui Colleges (KJ2010A005), Talents Youth Fund of Anhui Province Universities (2010SQRL016ZD), and Youth Science Research Fund of Anhui University (2009QN011A).
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Xuejun, W., Shuhe, H., Wenzhi, Y. et al. On Complete Convergence for Weighted Sums of -Mixing Random Variables. J Inequal Appl 2010, 372390 (2010). https://doi.org/10.1155/2010/372390
- Positive Integer
- Real Number
- Limit Theorem
- Probability Space
- Central Limit