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NOD序列加权和的强收敛速度 被引量:8

Strong Convergence Rate of Weighted Sums for NOD Sequences
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摘要 该文研究了NOD序列加权和的强收敛速度,获得了一些新的完全收敛性的结果.该文的结果推广了陈瑞林在NA情形时的结果,部分推广了Stout在独立同分布情形时的结果. In this paper the authors study the strong convergence rate of weighted sums for NOD sequences. The authors obtain some new complete convergence results of weighted sums for NOD sequences. The results extend the results of Chen Ruilin in NA sequence case and partially extend the corresponding work of i.i.d, case due to Stout.
出处 《数学物理学报(A辑)》 CSCD 北大核心 2008年第2期283-290,共8页 Acta Mathematica Scientia
基金 国家自然科学基金(10671149,60574002)资助
关键词 强收敛速度 完全收敛性 加权和 NOD序列 Strong convergence rate Complete convergence Weighted sums NOD sequences.
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参考文献6

  • 1陈瑞林.不同分布的NA列的加权和的强收敛速度[J].应用概率统计,2004,20(1):47-53. 被引量:10
  • 2Stout W F. Some results on the complete and almost sure convergence of linear combinations of independent random variables and martingale differences. The Annals of Mathematical Statistics, 1968, 39:1549-1562
  • 3Joag-Dev K, Proschan F. Negative association of random variables with applications. Ann Statist, 1983, 11: 286-295
  • 4Stout W F. Almost Sure Convergence. New York: Academic Press, 1974
  • 5Bozorgnia A, Patterson R F, Taylor R L. Limit theorems for dependent random variables: World Congress Nonlinear Analysts'92. 1996. 1639- 1650
  • 6Laha R G, Rohatgi V K. Probability Theory. New York: John Wiley & Sons, 1979

二级参考文献6

  • 1Joag-Dev K. and Proschan F., Negative association of random variable with applications, Ann. Star., 11(1)(1983),286-295.
  • 2Hsu P.L., Robbins, Complete convergence and the law of large numbers, Proc. Nat. Acad. Sci., U.S.A., 2(1947),25-31.
  • 3Liang Han-Ying, Su Chun, Complete convergence for weighted sums of NA sequences, Statist. & Prob. Lett., 45(1999),85-95.
  • 4Liang Han-Ying, Complete convergence for weighted sums of negatively associated random variables, Statist. & Prob.Lett., 48(2000), 317-325.
  • 5Stout W.F.,Almost Sure Convergence,Acadamic Press,New York,1974.
  • 6王岳宝,苏淳.不同分布NA列加权和的强极限定理及其在线性模型中的应用[J].应用数学学报,1998,21(4):571-578. 被引量:19

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