两两NQD列的强收敛性质  

Strong-convergence Properties for Pairwise NQD Random Sequences

作　　者：陆朝阳[1] 赵选民[1] 

机构地区：[1]西北工业大学理学院,西安710072

出　　处：《工程数学学报》2007年第6期1015-1022,共8页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学基金(79970022);航空科学基金(02J53079).

摘　　要：本文讨论两两NQD随机变量列极限理论中的强收敛性质。首先建立了两两NQD随机变量列最大部分和的Bernstein型概率指数不等式;并在此基础上,给出了具有不同分布的两两NQD列在较弱矩条件下的Petrov型对数律与Wittmann型重对数律,将文献中相应内容从NA情形推广到两两NQD情形。The main purpose of this paper is to discuss the strong-convergence properties about pairwise NQD sequences in the realm of limit theory, Firstly, the Berntein＇s exponential inequality of maximal partial sums for pairwise NQD random sequences is derived; and based on the inequality, we work out, under weak conditions on the moment restrictions, law of the Petrov＇s logarithm and law of the Wittmann＇s iterated logarithm for pairwise NQD sequences with different distribution functions, Some corresponding results in the literature are improved and extended from the NA case to the more general NQD case.

关 键 词：两两NQD列 Kolmogorov不等式 完全收敛 最大部分和 对数律 重对数律 

分 类 号：O211.4[理学—概率论与数理统计]