AANA随机变量移动平均过程的收敛性

doi:10.13371/j.cnki.chin.q.j.m.2017.02.005

数学季刊 ›› 2017, Vol. 32 ›› Issue (2): 152-160.doi: 10.13371/j.cnki.chin.q.j.m.2017.02.005

AANA随机变量移动平均过程的收敛性

School of Mathematical Sciences, Anhui University

收稿日期:2014-08-20 出版日期:2017-06-30 发布日期:2020-10-23
作者简介:TAN Jia-xin(1993-), female, native of Wangjiang, Anhui, engages in probability limit theorem; YANG Wen-zhi(1982-), male, native of Nanjing, Jiangsu, an associate professor of Anhui University, Ph.D., engages in probability limit theorem.
基金资助:
Supported by the National Natural Science Foundation of China(11501005,11526033)； Supported by the Natural Science Foundation of Anhui Province(1408085QA02,1508085J06,1608085QA02)； Supported by the Provincial Natural Science Research Project of Anhui Colleges(KJ2014A020,KJ2015A065)； Supported by the Quality Engineering Project of Anhui Province(2015jyxm054)； Supported by the Students Science Research Training Program of Anhui University(KYXL2014016,KYXL2014013)； Supported by the Applied Teaching Model Curriculum of Anhui University(XJYYKC1401,ZLTS2015053)；

The Convergence of a Moving Average Process of AANA Random Variables

School of Mathematical Sciences, Anhui University

Received:2014-08-20 Online:2017-06-30 Published:2020-10-23
About author:TAN Jia-xin(1993-), female, native of Wangjiang, Anhui, engages in probability limit theorem; YANG Wen-zhi(1982-), male, native of Nanjing, Jiangsu, an associate professor of Anhui University, Ph.D., engages in probability limit theorem.
Supported by:
Supported by the National Natural Science Foundation of China(11501005,11526033)； Supported by the Natural Science Foundation of Anhui Province(1408085QA02,1508085J06,1608085QA02)； Supported by the Provincial Natural Science Research Project of Anhui Colleges(KJ2014A020,KJ2015A065)； Supported by the Quality Engineering Project of Anhui Province(2015jyxm054)； Supported by the Students Science Research Training Program of Anhui University(KYXL2014016,KYXL2014013)； Supported by the Applied Teaching Model Curriculum of Anhui University(XJYYKC1401,ZLTS2015053)；

摘要/Abstract

摘要： Based on the asymptotically almost negatively associated（AANA） random variables, we investigate the complete moment convergence for a moving average process under the moment condition E[Y log（1 + Y）] < ∞. As an application, Marcinkiewicz-Zygmundtype strong law of large numbers for this moving average process is presented in this paper.

关键词: AANA random variables, complete moment convergence, moving average process

Abstract: Based on the asymptotically almost negatively associated（AANA） random variables, we investigate the complete moment convergence for a moving average process under the moment condition E[Y log（1 + Y）] < ∞. As an application, Marcinkiewicz-Zygmundtype strong law of large numbers for this moving average process is presented in this paper.

Key words: AANA random variables, complete moment convergence, moving average process

中图分类号:

O211.4

檀佳欣, 黄倩, 胡琪, 杨文志. AANA随机变量移动平均过程的收敛性[J]. 数学季刊, 2017, 32(2): 152-160.

TAN Jia-xin, HUANG Qian, HU Qi, YANG Wen-zhi. The Convergence of a Moving Average Process of AANA Random Variables[J]. Chinese Quarterly Journal of Mathematics, 2017, 32(2): 152-160.

[1]	陈志勇, 刘婷婷, 王学军, 李晓琴. AANA随机变量阵列的强大数定律[J]. 数学季刊, 2014, 29(4): 475-485.
[2]	吴永锋, 申广君. 行负相依随机变量阵列的矩完全收敛性[J]. 数学季刊, 2013, 28(4): 510-521.

AANA随机变量移动平均过程的收敛性

The Convergence of a Moving Average Process of AANA Random Variables

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