Laws of Large Numbers for Cesàro alpha-integrable Random Variables under Dependence Condition AANA or AQSI  被引量:4

Laws of Large Numbers for Cesàro alpha-integrable Random Variables under Dependence Condition AANA or AQSI

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作  者:De Mei YUAN Jun AN 

机构地区:[1]School of Mathematics and Statistics,Chongqing Technology and Business University

出  处:《Acta Mathematica Sinica,English Series》2012年第6期1103-1118,共16页数学学报(英文版)

基  金:Supported by National Natural Science Foundation of China (Grant No. 10871217);Natural Science Foundation Project of CQ CSTC of China (Grant No. 2009BB2370);SCR of Chongqing Municipal Education Commission (Grant Nos. KJ090703, KJ100726)

摘  要:Both residual Cesaro alpha-integrability (RCI(α) and strongly residual Cesaro alpha- integrability (SRCI(α)) are two special kinds of extensions to uniform integrability, and both asymptotically almost negative association (AANA) and asymptotically quadrant sub-independence (AQSI) are two special kinds of dependence structures. By relating the RCI(α) property as well as the SRCI(α) property with dependence condition AANA or AQSI, we formulate some tail-integrability conditions under which for appropriate α the RCI((α) property yields Ll-convergence results and the SRCI(α) property yields strong laws of large numbers, which is the continuation of the corresponding literature.Both residual Cesaro alpha-integrability (RCI(α) and strongly residual Cesaro alpha- integrability (SRCI(α)) are two special kinds of extensions to uniform integrability, and both asymptotically almost negative association (AANA) and asymptotically quadrant sub-independence (AQSI) are two special kinds of dependence structures. By relating the RCI(α) property as well as the SRCI(α) property with dependence condition AANA or AQSI, we formulate some tail-integrability conditions under which for appropriate α the RCI((α) property yields Ll-convergence results and the SRCI(α) property yields strong laws of large numbers, which is the continuation of the corresponding literature.

关 键 词:Law of large numbers residual Cesaro alpha-integrability strong residual Cesaro alphaintegrability asymptotically almost negative association asymptotically quadrant sub-independence 

分 类 号:O211.5[理学—概率论与数理统计]

 

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