AANA随机变量移动平均过程的收敛性

檀佳欣, 黄倩, 胡琪, 杨文志

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

数学季刊 >

2017 , Vol. 32 >Issue 2: 152 - 160

DOI: https://doi.org/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

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School of Mathematical Sciences, Anhui University

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.

收稿日期: 2014-08-20

网络出版日期: 2020-10-23

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)；

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The Convergence of a Moving Average Process of AANA Random Variables

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School of Mathematical Sciences, Anhui University

Received date: 2014-08-20

Online published: 2020-10-23

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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

本文引用格式

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

Abstract

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

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