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摘要: |
本文研究了相依随机变量阵列加权和的矩完全收敛性.利用矩不等式和截尾法,建立了相依随机变量阵列加权和的矩完全收敛性的充分条件.将Volodin等(2004)及陈平炎等(2006)的关于独立随机变量阵列的结果推广到了负相协和负相依随机变量阵列的情形,推广并完善了Sung(2011),吴群英(2012)及郭明乐和祝东进(2012)的结果. |
关键词: 负相协 负相依 ρ*混合 矩完全收敛性 完全收敛性 |
DOI: |
分类号:O211.4 |
基金项目:Supported by the National Natural Science Foundation of China (11271020; 11201004); the Key Project of Chinese Ministry of Education (211077); the Natural Science Foundation for Colleges and Universities in Anhui Province (KJ2014A083); the Anhui Provincial Natural Science Foundation (1508085MA11). |
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COMPLETE MOMENT CONVERGENCE OF WEIGHTED SUMS FOR ARRAYS OF DEPENDENT RANDOM VARIABLES |
GUO Ming-le,DAI Yu,ZHANG Li-jun
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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 methods, 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). |
Key words: negatively associated negatively dependent ρ*-mixing complete moment convergence complete convergence |