### ON THE CONVERGENCE OF SERIES OF AUTOREGRESSIVE SEQUENCES

**VALERII V. BULDYGIN AND MARINA K. RUNOVSKA**

*Theory of Stochastic Processes*

*Vol.15 (31), no.1, 2009, pp.7-14*

Necessary and sufficient conditions for the almost sure convergence of a series of autoregressive sequences are studied. In particular, the convergence of a series of zero-mean Gaussian Markov sequences are considered.