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摘要: |
本文研究了一类鞅差序列加权和的收敛性的问题.利用一些基本不等式和截尾技术,获得了加权和的几乎处处收敛性,推广了关于独立同分布的随机变量序列的相关结果. |
关键词: 几乎处处收敛 加权和 鞅差 |
DOI: |
分类号:O211.4 |
基金项目:Supported by National Natural Science Foundation of China (11001077;11171093);HASTIT (2011HASTIT011). |
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ALMOST SURE CONVERGENCE OF WEIGHTED SUMS FOR MARTINGALE DIFFERENCES |
XU Shou-fang,MIAO Yu
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Abstract: |
In this paper,we discuss a class of weighted sums for martingale difference sequence based on some elementary inequalities and the truncation technique.The almost sure convergence is obtained,which extends the result on the case of independent identically distributed random variables. |
Key words: almost sure convergence weighted sums martingale difference |