定义平滑过程{Xn=∑i=-∞∞aiYi+n;n≥1},其中{ai;-∞〈i〈∞}是绝对可和的实数序列,{Yi;-∞〈i〈∞}是独立同分布并且-ρ-混合的双边无限序列。在{Yi;-∞〈i〈∞}均值为零、方差有限等条件下,证明移动平滑过程的收敛性,推广了李和张的结论。
Let{Xn;n≥1}be a moving average process defined by{Xn =∑i=-∞∞aiYi+n;n≥1}where{ai;-∞ i ∞}is an absolutely summable sequence of real numbers,and{Yi;-∞ i ∞}is doubly infinite sequence of identically distributed andρ--mixing random variables with zero means and finite variances.Under some suitable conditions,the complete moment convergence of{Xn;n≥1}is proved,which extend the results of LI and ZHANG toρ--mixing case.