非负AANA随机变量序列逆矩的渐近逼近  

The Asymptotic Approximation of Inverse Moments for Nonnegative AANA Sequences

作　　者：马琳琳 卢佳欣 沈燕[1] 李晓琴[1] MA Lin-lin;LU Jia-xin;SHEN Yan;LI Xiao-qin(School of Mathematical Sciences,Anhui University,Hefei 230601;Zhongtai Securities Institute for Financial Studies,Shandong University,Ji’nan,250100,China)

机构地区：[1]安徽大学数学科学学院,合肥230601 [2]山东大学中泰证券金融研究院,济南250100

出　　处：《合肥学院学报（综合版）》2021年第2期1-4,19,共5页Journal of Hefei University：Comprehensive ED

基　　金：国家自然科学基金(11701004);安徽省自然科学基金(1808085QA03,2008085MA14);安徽省高校自然科学研究重点项目(KJ2019A0006,KJ2019A0021)资助。

摘　　要：设{Z_(n),n≥1}是非负AANA随机变量序列,{w_(ni),1≤i≤n,n≥1}是非负的三角常数列,并记X_(n)=∑^(n)_(i=1) w_(ni)Z_(i)。在一阶矩有限的条件下,可以获得非负AANA随机变量序列逆矩的渐近逼近,所得结论推广了已有的研究成果。Let{Z_(n),n≥1}be a sequence of nonnegative AANA random variables and{w _(ni),1≤i≤n,n≥1}be a triangular array of nonnegative and non-random weights.Denote X_(n)=∑^(n)_(i=1 )w_(ni) Z_(i),the asymptotic approximation of inverse moments of the nonnegative AANA random variables is obtained under the finite first moments condition.Our main result extends the well-known results.

关 键 词：AANA序列 逆矩 渐近逼近 

分 类 号：O211.1[理学—概率论与数理统计]