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Discrete Dynamics in Nature and Society
Volume 2012, Article ID 128492, 16 pages
Research Article

Complete Convergence for Moving Average Process of Martingale Differences

School of Mathematical Science, Anhui University, Hefei 230039, China

Received 9 March 2012; Accepted 14 May 2012

Academic Editor: Chuanxi Qian

Copyright © 2012 Wenzhi Yang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


Under some simple conditions, by using some techniques such as truncated method for random variables (see e.g., Gut (2005)) and properties of martingale differences, we studied the moving process based on martingale differences and obtained complete convergence and complete moment convergence for this moving process. Our results extend some related ones.