具有厚尾分布的φ混合相依随机变量样本均值的收敛速度  

Convergence Rate of Sample Mean forφ-Mixing Random Variables with Heavy-Tailed Distributions

作　　者：唐福全[1] 韩东[1] TANG Fuquan;HAN Dong(Department of Statistics,School of Mathematical Sciences,Shanghai Jiao Tong University,Shanghai,200240,China)

机构地区：[1]上海交通大学数学学院统计系,上海200240

出　　处：《应用概率统计》2023年第1期93-100,共8页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the National Natural Science Foundation of China(Grant No.11531001).

摘　　要：本文研究了φ混合相依随机变量在有限均值和无穷方差下样本均值的收敛速度.将样本均值分解为主部均值和尾部均值之和,我们不仅得到了样本均值的收敛速度,而且证明了主部均值的收敛速度快于尾部均值的收敛速度.This article studies the convergence rate of the sample mean forφ-mixing dependent random variables with finite means and infinite variances.Dividing the sample mean into sum of the average of the main parts and the average of the tailed parts,we not only obtain the convergence rate of the sample mean but also prove that the convergence rate of the average of the main parts is faster than that of the average of the tailed parts.

关 键 词：收敛速度 样本均值 Φ混合序列 厚尾分布 

分 类 号：O212.1[理学—概率论与数理统计]