Complete moment convergence for Sung's type weighted sums of ρ * -mixing random variables


Wei Li, Pingyan Chen, Soo Hac Sung




In this paper, the authors study a complete moment convergence result for Sung's type weighted sums of ρ *-mixing random variables. This result extends and improves the corresponding theorem of Sung [S.H. Sung, Complete convergence for weighted sums of ρ *-mixing random variables, Discrete Dyn. Nat. Soc. 2010 (2010), Article ID 630608, 13 pages].