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An extension on the rate of complete moment convergence for weighted sums of weakly dependent random variables
AIMS Mathematics 2023, 8(1): 622-632
Published: 15 January 2023
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The authors study the convergence rate of complete moment convergence for weighted sums of weakly dependent random variables without assumptions of identical distribution. Under the moment condition of E | X | α / ( log ( 1 + | X | ) ) α / γ 1 < for 0 < γ < α with 1 < α 2, we establish the complete α-th moment convergence theorem for weighted sums of weakly dependent cases, which improves and extends the related known results in the literature.

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