NA随机变量列一类强大数律的充分必要条件(英文)  

On Suffcient and Necessary Condition of a Strong Law of Large Numbers for Negatively Associated Random Variables

作　　者：刘立新[1] 程士宏[2] 

机构地区：[1]对外经贸大学金融学院,北京100029 [2]北京大学数学学院,北京100871

出　　处：《应用概率统计》2008年第4期399-406,共8页Chinese Journal of Applied Probability and Statistics

基　　金：the NNSF of China (No. 10071003)

摘　　要：本文给出了具有不同分布NA随机变量列满足一类强大数律的充分必要条件,从而将Egorov对独立随机变量列建立的结果推广到NA随机变量情形;作为应用,我们还建立了一个新的强大数律.In this paper, we obtain the sufficient and necessary condition of a strong law of large numbers for negatively associated random variables with different distributions and finite variances, the Egorov＇s results for independent random variables are generalized to the case of negatively associated random variables. We also establish a new strong laws of large numbers for negatively associated random variables.

关 键 词：NA随机变量 强大数律 概率不等式 

分 类 号：O211.4[理学—概率论与数理统计]