吉林大学学报(理学版)Issue(5):916-920,5.DOI:10.13413/j.cnki.jdxblxb.2014.05.10
由强混合序列生成的移动平均过程的矩完全收敛性
Complete Moment Convergence for Moving Average Processes Generated by Strong Mixing Sequences
摘要
Abstract
Let {Yi,-∞<i<∞}be a sequence of identically disributed strong mixing random variables,and {ai,-∞<i<∞}be an absolutely summable sequence of real numbers.By means of the moment inequality of strong mixing sequence and in consideration of the property of slowly varying function,we obtained the complete moment convergence and strong law of large numbers for moving average processes generated by strong mixing sequences under some suitable conditions.关键词
移动平均过程/矩完全收敛性/强混合/强大数定律Key words
moving average process/complete moment convergence/strong mixing/strong law of large numbers分类
数理科学引用本文复制引用
胡志才,关丽红,贾秀利,王振华..由强混合序列生成的移动平均过程的矩完全收敛性[J].吉林大学学报(理学版),2014,(5):916-920,5.基金项目
国家自然科学基金(批准号:11171130)和吉林省教育厅“十一五”规划社会科学研究项目(批准号:吉教科文合字(2010)第521号) (批准号:11171130)