ρ混合随机变量加权和的收敛性  

Convergence Properties for Weighted Sums of ρ-mixing Random Variables

作　　者：邱德华[1] 

机构地区：[1]广东商学院数学与计算科学学院,广州510320

出　　处：《数学物理学报（A辑）》2011年第1期132-141,共10页Acta Mathematica Scientia

基　　金：广东省自然科学基金(8151032001000006)资助

摘　　要：该文研究了ρ混合随机变量加权和的强大数律及完全收敛性,获得了一些新的结果.该文的结果推广和改进了Bai等及Baum等在i.i.d.情形时相应的结果,也推广和改进了Volodin等在实值独立时相应的结果.该文还得到了一关于任意随机变量阵列加权和的完全收敛性定理.In this paper,the author studies strong law of large numbers and complete convergence for weighted sums of ρ-mixing random variables.The author obtains some new results. The results extend and improve the corresponding results of Bai et al and Baum et al from i.i.d.case to ρ-mixing setting.Meanwhile,the results extend and improve the corresponding results of Volodin et al from real-valued independent random variables to ρ-mixing setting. Furthermore,a complete convergence theorem for weighted sums of arrays of arbitrary random variables is obtained.

关 键 词：ρ混合随机变量 加权和 收敛性 

分 类 号：O211.4[理学—概率论与数理统计]