arXiv subjects

Maryna Ilienko

Publications and source records attributed to Maryna Ilienko.

2 recordsLinked to original sources

arXiv2022

On the convergence of Baum-Katz series for sums of linear 2-nd order autoregressive sequences of random variables

We consider complete convergence and closely related Hsu-Robbins-Erdos-Spitzer-Baum-Katz series for sums whose terms are elements of a linear 2-nd order autoregressive sequences of random variables and prove sufficient conditions for the convergence of this series.

math.PR↗

arXiv2020

On convergence of Baum-Katz series for elements of linear autoregression

We study complete convergence and closely related Hsu-Robbins-Erdős-Spitzer-Baum-Katz series for sums whose terms are elements of linear autoregression sequences. We obtain criterions for convergence of this series expressed in moment assumptions, which for "weakly dependent" sequences are the same as in classical results concerning independent case.

math.PR↗