摘要
设{Y_n,-∞<n<+∞}是双向无穷的END随机变量序列(不必同分布),{a_n,-∞<n<+∞}是绝对可和的实常数序列,该文利用END列的Rademacher-Menshov型矩不等式,得到了移动平均过程{X_n=Σ∞i=∞ a_iY_(i+n),n>1}部分和的最大值的完全收敛性和矩完全收敛性.
Let {Y_n,-∞n＋∞} be a doubly infinite sequence of non-identically distributed extended negatively dependent（END） random variables,{a_n,-∞n＋∞} an absolutely summable sequence of real numbers.Utilizing the Rademacher-Menshov＇s inequality of END random variables,the complete convergence and complete moment convergence of the maximal partial sums of moving average processes {X_n =Σ∞i=∞ a_iY_（i＋n）,n 1} are obtained,the corresponding results in series of previous papers are enriched and extended.
出处
《数学物理学报（A辑）》
CSCD
北大核心
2015年第4期756-768,共13页
Acta Mathematica Scientia
基金
国家自然科学基金(61300204
11271161)资助
关键词
完全收敛
矩完全收敛
END随机变量
移动平均过程
Complete convergence
Complete moment convergence
END random variable
Moving average process
