Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables

Anna Kuczmaszewska
Ji Gao YAN


Abstract
We consider a generalization of Baum-Katz theorem for random vari-
ables satisfying some cover conditions. Consequently, we get the result for many
dependent structure, such as END, -mixing, -mixing and -mixing, etc.

Keywords:
Complete convergence; Marcinkiewicz-Zygmund type SLLN; Extended negatively dependent; Mixing dependency; Weakly mean bounded.

JEL Classification:
C00

MSC(2010) Subject Classification:
60F15