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混合序列加权和的Marcinkiewicz强大数定律(英文) 被引量：1

Marcinkiewicz Strong Laws for Weighted Sums of -mixing Random Variable Sequences
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摘要 通过建立混合序列加权和的Bernstein不等式,研究了混合序列加权和线性统计量的Marcinkiewicz-Zygmund强大数定律,实质性的改进和推广了Z.D.Bai与P.E.Cheng的结果。最后讨论了一个实际例子,预测城市物价增长。 In this paper, Marcinkiewicz-Zygmund strong large number laws for weighted sums of ρ- mixing sequences are investigated by establishing the Bernstein＇s inequality for weighted sums of ρ-mixing sequences. The well-known results of Bai and Cheng （2000） are extended and greatly improved. A practical application is discussed and the growth of city prices is predicted.
作者 陆朝阳 徐伟 牛玉俊
机构地区 西北工业大学理学院
出处 《工程数学学报》 CSCD 北大核心 2009年第2期320-330,共11页 Chinese Journal of Engineering Mathematics
基金 The NSFC Grant (79970022) Aviation Foundation (02J53079) The Scientific ResearchFoundation of Shaan’xi province (2004A16)
关键词 混合序列 Marcinkiewicz-Zygmund强大数定律 正则变化函数 加权和 ρ-mixing sequences Marcinkiewicz-Zygmund strong law regularly-varying function weighted sums
分类号 O211.4 [理学—概率论与数理统计]
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工程数学学报
2009年 第2期

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