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
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)