宽象限相依序列移动平均过程的矩完全收敛性  

Complete moment convergence for moving average process generated by WOD sequence

作　　者：潘晓映 胡天琳 王鑫蕊 施建华 PAN Xiaoying;HU Tianlin;WANG Xinrui;SHI Jianhua(School of Mathematics and Statistics,Minnan Normal University,Zhangzhou,Fujian 363000,China;Fujian Key Laboratory of Granular Computing and Applications,Zhangzhou,Fujian 363000,China;Fujian Key Laboratory of Data Science and Statistics,Zhangzhou,Fujian 363000,China;Fujian Institute of Meteorological Big Data,Zhangzhou,Fujian 363000,China)

机构地区：[1]闽南师范大学数学与统计学院,福建漳州363000 [2]福建省粒计算及其应用重点实验室,福建漳州363000 [3]福建省数据科学与统计重点实验室,福建漳州363000 [4]数字福建气象大数据研究所,福建漳州363000

出　　处：《闽南师范大学学报（自然科学版）》2021年第4期8-17,共10页Journal of Minnan Normal University：Natural Science

基　　金：福建省自然科学基金(2020J01794,2021J01981,2021J01982);福建省中青年教师教育科研项目(JAT200297,JAT200337)。

摘　　要：研究了宽象限相依随机变量序列(WOD)下的移动平均过程,结合三段截尾技术,利用WOD随机变量序列的Menshov-Rademacher型矩不等式,得到了移动平均过程部分和的最大值矩完全收敛性.由于WOD随机变量序列是一类相当宽泛的相依型随机变量序列,所得结果推广和改进了相依型变量序列下移动平均过程的相关研究成果.It investigate the moving average processes,which is generated by widely orthant dependent(WOD)random variables sequence.Combined with the three-stage truncation technique,the complete convergence of the maximum moment of the partial sum of the moving average process are obtained by using the Menshov-Rademacher type moment inequality of the WOD random variable sequence.Since the sequence of WOD random variables is a kind of very broad sequence of dependent random variables.Therefore,the results obtained generalize and improve the related research results of moving average process under dependent variable sequence.

关 键 词：WOD随机变量 移动平均过程 矩完全收敛 

分 类 号：O212[理学—概率论与数理统计]