NSD序列生成的移动平均过程的矩完全收敛性  

Complete moment convergence for moving average processes generated by NSD sequences

作　　者：高云峰 邹广玉[2] GAO Yunfeng;ZOU Guangyu(College of Electrical and Information Engineering,J ilin Agriculture Science and Technology College,Jilin 132101,Jilin Province,China;School of Science,Changchun Institute of Technology,Changchun 130012,China)

机构地区：[1]吉林农业科技学院电气与信息工程学院,吉林吉林132101 [2]长春工程学院理学院,吉林长春130012

出　　处：《浙江大学学报（理学版）》2020年第2期172-177,共6页Journal of Zhejiang University（Science Edition）

基　　金：国家自然科学基金资助项目(11401090).

摘　　要：设{Yi,-∞<i<∞}为一同分布的NSD随机变量序列,{ai,-∞<i<∞}为一绝对可和的实数序列。利用NSD序列的矩不等式以及缓变函数的性质,在适当的条件下,得到了由NSD序列生成的移动平均过程的矩完全收敛性和强大数定律,改进和推广了已有的结果。Let{Yi,-∞<i<∞}be a sequence of identically distributed NSD random variables,and{ai,?∞<i<∞}be an absolutely summable sequence of real numbers.By using the moment inequality of NSD sequence and the property of slowly varying function,we obtain the complete moment convergence and strong law of large numbers for moving average processes generated by NSD sequences under some suitable conditions,which promote and improve the corresponding results.

关 键 词：矩完全收敛性 NSD序列 强大数定律 

分 类 号：O211.4[理学—概率论与数理统计]