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摘要：In this paper, we investigate the complete moment convergence for dependent linear processes with random coefficients to form Xt =∑j^∞=∞ Aj∈t-j,where {∈n, n ∈ Z} is a sequence of END stochastically dominated random variables and {An,n ∈ Z} is a sequence of random varibles. As applications, the convergence rate, Marcinkiewicz-Zvgmund strong law and strong law of large numbers for this linear process are established.