随机变量阵列加权和的r阶矩完全收敛性Complete rth Moment Convergence for Weighted Sums of Random Variable Arrays
王柳柳,胡学平
摘要(Abstract):
独立同分布变量序列和相依变量序列的收敛性质研究一直是概率极限理论的研究热点。本文研究了随机变量阵列加权和的r阶矩完全收敛性。利用Marcinkiewicz-Zygmund不等式或Rosenthal型不等式和截尾法,获得了随机变量阵列加权和的r阶矩完全收敛的一般条件。同时,结合这些一般条件推广和改进了独立同分布或相依随机变量序列矩完全收敛性的相关成果。
关键词(KeyWords): Marcinkiewicz-Zygmund不等式;Rosenthal型不等式;加权和;矩完全收敛性
基金项目(Foundation): 国家社科基金面上项目(21BTJ040);; 安庆师范大学院级研究生学术创新项目(2021yjsXSCX040)
作者(Author): 王柳柳,胡学平
DOI: 10.13757/j.cnki.cn34-1328/n.2023.01.005
参考文献(References):
- [1] BAUM L E, KATZ M. Convergence rates in the law of large numbers[J]. Transactions of the American Mathematical Society, 1965, 120(1):108-123.
- [2] CHOW Y S. On the rate of moment convergence of sample sums and extremes[J]. Bulletin of the Institute of Mathematics Academia Sinica,1988, 16(3):177-201.
- [3]胡学平,王静雅.行NA阵列随机和的弱收敛性[J].安庆师范大学学报(自然科学版), 2021, 27(2):1-4.
- [4]吴曹情,宁明明,沈爱婷. WOD随机变量加权和的完全收敛性[J].湖北大学学报, 2017, 39(6):567-573.
- [5]胡学平,王柳柳,杨瑞. NSD随机阵列加权和最大值的收敛性[J].吉林大学学报, 2021, 59(5):1101-1106.
- [6] WANG X J, WU Y, HU S H, et al. Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models[J]. Statistical Papers, 2020, 61(3):1147-1180.
- [7] HSU P L, ROBBINS H. Complete convergence and the law of large numbers[J]. Proceedings of the National Academy of Sciences of the United States of America, 1947, 33(2):25-31.
- [8] SUNG S H. Moment inequalities and complete moment convergence[J]. Journal of Inequalities and Applications, 2009, 2009(1):1-14.
- [9] ROSENTHAL H P. On the subspaces of Lp(p> 2)spanned by sequences of independent random variables[J]. Israel Journal of Mathematics,1970, 8(3):273-303.
- [10] ASADIAN N, FAKOOR V, BOZORGNIA A. Rosenthal’s type inequalities for negatively orthant dependent random variables[J]. Journal of the Iranian Statistical Society, 2006, 5(1-2):69-75.
- [11] SHAO Q M. A Comparison theorem on moment inequalities between negatively associated and independent random variables[J]. Journal of Theoretical Probability, 2000, 13(2):343-356.
- [12] WU Y, WANG X J, HU S H. Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model[J]. Statistics and Probability Letters, 2017, 127:56-66.
- [13] WU Y F, ZHU D J. Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables[J]. Journal of the Korean Statistical Society, 2009, 39(2):189-197.
- [14] ZHU M H. Strong laws of large numbers for arrays of rowwiseρ*-mixing random variables[J]. Discrete Dynamics in Nature and Society,2007, 2007:1-6.
- [15]郭明乐,祝东进,吴永锋.行为负相依随机变量阵列加权和的q阶矩完全收敛性[J].系统科学与数学, 2014, 34(8):969-984.
扩展功能
本文信息
服务与反馈
本文关键词相关文章
本文作者相关文章
中国知网
分享