| 摘要: |
| 本文研究了两两NQD随机变量的Marcinkiewicz-Zygmund不等式及其应用的问题.利用截尾的方法,获得了两两NQD随机变量的p阶(1 ≤ p < 2) Marcinkiewicz-Zygmund不等式结果.作为应用,获得了两两NQD随机变量的两个Lr收敛性结果的简单证明,改进了陈平炎[10]和Sung[20]的相应工作. |
| 关键词: 两两NQD随机变量 Marcinkiewicz-Zygmund不等式 Lr收敛性 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:Supported by the Humanities and Social Sciences Foundation for the Youth Scholars of Ministry of Education of China (12YJCZH217) and the Natural Science Foundation of Anhui Province (1308085MA03);the Key NSF of Anhui Educational Committe (KJ2014A255);the Key Grant Project for Backup Academic Leaders of Tongling University (2014tlxyxs21). |
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| MARCINKIEWICZ-ZYGMUND INEQUALITY FOR PAIRWISE NQD RANDOM VARIABLES AND ITS APPLICATIONS |
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WU Yong-feng1,2
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1.College of Mathematics and Computer Science, Tongling University, Tongling 244000;2.Center for Financial Engineering and School of Mathematical Sciences, Soochow University, Suzhou 215006
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| Abstract: |
| In this paper,the author studies the Marcinkiewicz-Zygmund inequality for pairwise negative quadrant dependent (NQD) random variables and it applications.By using the truncated method,the author obtains the Marcinkiewicz-Zygmund inequality with exponent p(1 ≤ p < 2) for pairwise NQD random variables.As applications,the author obtains the simpler proofs of two Lr convergence results for pairwise NQD random variables,which improve the corresponding work by Chen [10] and Sung [20] respectively. |
| Key words: pairwise NQD random variable Marcinkiewicz-Zygmund inequality Lr convergence |
