负相依随机变量序列加权和的q阶矩完全收敛性的等价条件  

Equivalent Conditions of Complete qth Moment Convergence for Weighted Sums of Sequences of Negatively Orthant Dependent Random Variables

作　　者：郭明乐 单思维 GUO Mingle;SHAN Siwei(School of Mathematics and Statistics,Anhui Normal University,Wuhu,241003,China)

机构地区：[1]安徽师范大学数学与统计学院,芜湖241003

出　　处：《应用概率统计》2020年第4期381-392,共12页Chinese Journal of Applied Probability and Statistics

基　　金：the National Natural Science Foundation of China(Grant No.11271020);the Natural Science Foundation for Colleges and Universities in Anhui Province(Grant No.KJ2014A083);the Anhui Provincial Natural Science Foundation(Grant No.1508085MA11).

摘　　要：本文研究了负相依随机变量序列加权和的q阶矩完全收敛性.利用矩不等式和截尾法,建立了负相依随机变量序列加权和的q阶矩完全收敛性的等价条件.推广并完善了Li和Spataru[4]、Liang等[5]、Guo[6]以及Gut[21]的结果.In this paper,the complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables is investigated.By applying moment inequality and truncation methods,the equivalent conditions of complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables are established.These results not only extend the corresponding results obtained by Li and Spataru[4],Liang et al.[5],Guo[6] and Gut[21] to sequences of negatively orthant dependent random variables,but also improve them.

关 键 词：负相依 负相协 加权和 完全收敛 矩完全收敛 

分 类 号：O211.4[理学—概率论与数理统计]