行为负相依随机变量阵列加权和的\bmq阶矩完全收敛性

郭明乐,祝东进,吴永峰

系统科学与数学 ›› 2014, Vol. 34 ›› Issue (8) : 969-984.

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系统科学与数学 ›› 2014, Vol. 34 ›› Issue (8) : 969-984. DOI: 10.12341/jssms12392
论文

行为负相依随机变量阵列加权和的\bmq阶矩完全收敛性

    郭明乐1,祝东进1,吴永峰2
作者信息 +

COMPLETE  \bmqTH MOMENT CONVERGENCE OF WEIGHTED SUMS FOR ARRAYS OF ROWWISE   NEGATIVELY   DEPENDENT  RANDOM VARIABLES

    GUO Mingle1, ZHU Dongjin1, Wu Yongfeng2
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摘要

本文研究了行为负相依随机变量阵列加权和的q阶矩完全收敛性. 利用矩不等式和截尾的方法, 获得了行为负相依随机变量阵列加权和的q阶矩完全收敛性的充分条件. 利用这些充分条件, 不仅能推广和深化Baek 等(2008), 吴群英(2012)和梁汉营等(2010)的结论, 而且极大地简化了他们的证明过程.

Abstract

In this paper, the complete qth moment convergence of weighted sums for arrays of rowwise negatively dependent random variables is investigated. By using moment inequality and truncation method, the sufficient conditions for complete qth moment convergence of weighted sums for arrays of rowwise negatively dependent random variables are obtained. By using the sufficient conditions, we not only generalize and extend the corresponding results of Baek, et al. (2008), Wu (2012) and Liang et al. (2010), but also greatly simplify their proofs.

关键词

负相依随机变量 / 矩完全收敛性 / 完全收敛性 / 矩不等式.

Key words

Negatively   / dependent  / random variables, complete moment convergence, complete convergence, moment inequality.

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导出引用
郭明乐 , 祝东进 , 吴永峰. 行为负相依随机变量阵列加权和的\bmq阶矩完全收敛性. 系统科学与数学, 2014, 34(8): 969-984. https://doi.org/10.12341/jssms12392
GUO Mingle , ZHU Dongjin , Wu Yongfeng. COMPLETE  \bmqTH MOMENT CONVERGENCE OF WEIGHTED SUMS FOR ARRAYS OF ROWWISE   NEGATIVELY   DEPENDENT  RANDOM VARIABLES. Journal of Systems Science and Mathematical Sciences, 2014, 34(8): 969-984 https://doi.org/10.12341/jssms12392
中图分类号: 60F15   
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