Complete Moment Convergence for the Dependent Linear Processes with Random Coefficients

In this paper, we investigate the complete moment convergence for dependent linear processes with random coefficients to form $X_t={\sum }_{j=-\infty }^{\infty }{A}_j{\epsilon }_{t-j}$, where {ε_n,n ∈ ℤ} is a sequence of END stochastically dominated random variables and {A_n,n ∈ ℤ} is a sequence of random varibles. As applications, the convergence rate, Marcinkiewicz-Zygmund strong law and strong law of large numbers for this linear process are established.