Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes

Abstract

In this article we obtain strong laws of large numbers for linear processes generated by sequences of random variables, which are either linearly positive quadrant dependent or associated. No stationarity is required.

Key Words:

• Strong law of large numbers
• Linearly positive quadrant dependent
• Associated
• Moment bounds
• Linear process

2000 AMS Subject Classification:

• 60F05
• 60F15

Acknowledgment

This work was supported by the research grant from Hallym University, Korea (for Dong Ho Park) and by the research grant from Won Kwang University, Korea in 2003 (for Tae-Sung Kim). This work was also done as part of Information and Communication Fundamental Technology Research Program Supported by Ministry of Information Communication in Republic of Korea.