NOD随机变量序列加权和的矩完全收敛性的等价条件

郭明乐,祝东进

系统科学与数学 ›› 2013, Vol. 33 ›› Issue (9) : 1093-1104.

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系统科学与数学 ›› 2013, Vol. 33 ›› Issue (9) : 1093-1104. DOI: 10.12341/jssms12173
论文

NOD随机变量序列加权和的矩完全收敛性的等价条件

    郭明乐,祝东进
作者信息 +

EQUIVALENT CONDITIONS OF COMPLETE MOMENT CONVERGENCE FOR WEIGHTED SUMS OF SEQUENCES OF NOD RANDOM VARIABLES

    GUO Mingle, ZHU Dongjin
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文章历史 +

摘要

讨论了NOD随机变量序列加权和的矩完全收敛性.利用矩不等式和截尾法,获得了NOD随机变量序列加权和的矩完全收敛性的充要条件.既然NA随机变量序列是NOD随机变量序列的特殊情形,因此,也建立了NA随机变量序列加权和的矩完全收敛性的充要条件.  这些结果深化并推广了相关文献已有的结果.

Abstract

In this paper, the complete moment convergence for weighted sums of sequences of NOD random variables is discussed, and the sufficient and necessary
conditions for complete moment convergence of weighted sums of sequences of NOD random variables are obtained. Since NA random variables are a special case of NOD random variables, the sufficient and necessary conditions for complete moment con- vergence of weighted sums of sequences of NA random variables are also established. These results promote and improve some conclusions in related literatures.

关键词

NOD随机变量序列 / 矩完全收敛性 / 完全收敛性 / 加权和.

Key words

Sequences of NOD random variables,  / complete moment convergence,complete   / convergence,  / weighted sums.

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郭明乐,祝东进. NOD随机变量序列加权和的矩完全收敛性的等价条件. 系统科学与数学, 2013, 33(9): 1093-1104. https://doi.org/10.12341/jssms12173
GUO Mingle, ZHU Dongjin. EQUIVALENT CONDITIONS OF COMPLETE MOMENT CONVERGENCE FOR WEIGHTED SUMS OF SEQUENCES OF NOD RANDOM VARIABLES. Journal of Systems Science and Mathematical Sciences, 2013, 33(9): 1093-1104 https://doi.org/10.12341/jssms12173
中图分类号: 60F15   
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