ρ-混合序列完全矩收敛的精确渐近性

doi:10.6040/j.issn.1671-9352.0.2019.703

《山东大学学报(理学版)》 ›› 2020, Vol. 55 ›› Issue (6): 32-40.doi: 10.6040/j.issn.1671-9352.0.2019.703

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ρ-混合序列完全矩收敛的精确渐近性

邓小芹,吴群英^*

桂林理工大学理学院, 广西桂林 541004

发布日期:2020-06-01
作者简介:邓小芹(1989— ),女,硕士,研究方向为概率极限理论.E-mail:1084979551@qq.com*通信作者简介:吴群英(1961— ),女,博士,教授,研究方向为概率极限理论.E-mail:wqy666@glut.edu.cn
基金资助:
广西自然科学基金资助项目(2018GXNSFAA281011)

Precise asymptotics of complete moment convergence for ρ-mixing sequence

DENG Xiao-qin, WU Qun-ying^*

College of Science, Guilin University of Technology, Guilin 541004, Guangxi, China

Published:2020-06-01

摘要/Abstract

摘要： 对于具有零均值、同分布的ρ-混合序列,在适当的矩条件下,通过利用ρ-混合序列移动平均过程的中心极限定理及其矩不等式,采用多重截尾的方法,获得了ρ-混合序列关于移动平均过程完全矩收敛的精确渐近性的相关结论,推广了独立情形的结果。

关键词: ρ-混合序列, 移动平均过程, 完全矩收敛, 精确渐近性

Abstract: There is a ρ-mixing sequence with mean zero and same distribution. Under some suitable moment conditions, by using the central limit theorem for ρ-mixing sequence on moving average process and its moment inequality, and the method of multiple censoring, the paper obtain the relevant conclusion that precise asymptotics of complete moment convergence of the ρ-mixing random variables on the moving average process, which extends the result of independent random variables.

Key words: ρ-mixing sequence, moving-average process, complete moment convergence, precise asymptotics

中图分类号:

O211.4

邓小芹,吴群英. ρ-混合序列完全矩收敛的精确渐近性[J]. 《山东大学学报(理学版)》, 2020, 55(6): 32-40.

DENG Xiao-qin, WU Qun-ying. Precise asymptotics of complete moment convergence for ρ-mixing sequence[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2020, 55(6): 32-40.

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ρ-混合序列完全矩收敛的精确渐近性

Precise asymptotics of complete moment convergence for ρ-mixing sequence

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