|国家预印本平台
首页|Weak law of large numbers for linear processes

Weak law of large numbers for linear processes

Weak law of large numbers for linear processes

来源:Arxiv_logoArxiv
英文摘要

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process $\{X_k:k\in\mathbb Z\}$ defined by $X_k=\sum_{j=0}^\infty\psi_j\varepsilon_{k-j}$ for $k\in\mathbb Z$, where $\{\psi_j:j\in\mathbb Z\}\subset\mathbb R$ and $\{\varepsilon_k:k\in\mathbb Z\}$ are independent and identically distributed random variables such that $x^p\Pr\{|\varepsilon_0|>x\}\to0$ as $x\to\infty$ with $1<p<2$ and $\operatorname E\varepsilon_0=0$. We use an abstract norming sequence that does not grow faster than $n^{1/p}$ if $\sum|\psi_j|<\infty$. If $\sum|\psi_j|=\infty$, the abstract norming sequence might grow faster than $n^{1/p}$ as we illustrate with an example. Also, we investigate the rate of convergence in the Marcinkiewicz-Zygmund type weak law of large numbers for the linear process.

Alfredas Ra?kauskas、Vaidotas Characiejus

10.1007/s10474-016-0603-4

数学

Alfredas Ra?kauskas,Vaidotas Characiejus.Weak law of large numbers for linear processes[EB/OL].(2016-02-01)[2025-07-21].https://arxiv.org/abs/1602.00461.点此复制

评论