混合序列加权和的Marcinkiewicz强大数定律(英文)  

Marcinkiewicz Strong Laws for Weighted Sums of -mixing Random Variable Sequences

作　　者：陆朝阳[1] 徐伟[1] 牛玉俊[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》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)

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.

关 键 词：混合序列 Marcinkiewicz-Zygmund强大数定律 正则变化函数 加权和 

分 类 号：O211.4[理学—概率论与数理统计]