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相依随机变量阵列加权和的矩完全收敛性

郭明乐 戴钰 张立君

数学杂志2016,Vol.36Issue(6):1120-1132,13.
数学杂志2016,Vol.36Issue(6):1120-1132,13.

相依随机变量阵列加权和的矩完全收敛性

COMPLETE MOMENT CONVERGENCE OF WEIGHTED SUMS FOR ARRAYS OF DEPENDENT RANDOM VARIABLES

郭明乐 1戴钰 1张立君1

作者信息

  • 1. 安徽师范大学数学计算机科学学院,安徽芜湖 241003
  • 折叠

摘要

Abstract

In this paper, the complete moment convergence of weighted sums for sequences of dependent random variables is investigated. By applying moment inequality and truncation meth-ods, some sufficient conditions of complete moment convergence of weighted sums for sequences of dependent random variables are established. We extend the results of Volodin et al. (2004) and Chen et al. (2006) for independent random variables to negatively associated and negatively dependent random variables, which improve and generalize the results of Sung (2011), Wu (2012) and Guo and Zhu (2012).

关键词

负相协/负相依/ρ∗混合/矩完全收敛性/完全收敛性

Key words

negatively associated/negatively dependent/ρ∗-mixing/complete moment con-vergence/complete convergence

分类

数理科学

引用本文复制引用

郭明乐,戴钰,张立君..相依随机变量阵列加权和的矩完全收敛性[J].数学杂志,2016,36(6):1120-1132,13.

基金项目

Supported by the National Natural Science Foundation of China (11271020 ()

11201004) ()

the Key Pro ject of Chinese Ministry of Education (211077) (211077)

the Natural Science Foundation for Colleges and Universities in Anhui Province (KJ2014A083) (KJ2014A083)

the Anhui Provincial Natural Science Foundation (1508085MA11) (1508085MA11)

数学杂志

OA北大核心CSTPCD

0255-7797

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