φ混合随机变量加权和的完全收敛性(英文)  

COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF φ-MIXING RANDOM VARIABLES

作　　者：黄海午[1,2] 王定成[3,4,5,6] 彭江艳[3] 

机构地区：[1]广西矿冶与环境科学实验中心,广西桂林541004 [2]桂林理工大学理学院,广西桂林541004 [3]电子科技大学数学科学学院,四川成都610054 [4]南京审计学院金融工程中心 [5]金融学院 [6]应用数学学院,江苏南京211815

出　　处：《数学杂志》2014年第1期31-36,共6页Journal of Mathematics

基　　金：Supported by the National Natural Science Foundation of China(71271042);the Fundamental Research Funds for the Central Universities(ZYGX2012J119);the Program to Sponsor Teams for Innovation in the Construction of Talent Highlands in Guangxi Institutions of Higher Learning([2011]47);the Plan of Jiangsu Specially-Appointed Professors;Guangxi Provincial Scientific Research Projects(201204LX157;2013YB104)

摘　　要：本文研究了不同分布φ混合随机变量加权和的完全收敛性问题.利用随机变量截尾和矩不等式方法,获得了φ混合随机变量加权和的完全收敛性和强大数定律的结果,所获得结果推广和改进了有关独立同分布随机变量序列的相应结果.In this article, we study the complete convergence for weighted sums of φ-mixing random variables without assumptions of identical distribution. By using the truncated method and the moment inequality of random variables, we obtain the complete convergence and strong law of large numbers for weighted sums of φ-mixing random variables, which generalize and extend the corresponding results for independent and identically distributed random variables.

关 键 词：φ混合随机变量 完全收敛性 强大数定律 加权和 

分 类 号：O211.4[理学—概率论与数理统计]