Chinese Quarterly Journal of Mathematics ›› 2017, Vol. 32 ›› Issue (2): 152-160.doi: 10.13371/j.cnki.chin.q.j.m.2017.02.005

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The Convergence of a Moving Average Process of AANA Random Variables

  

  1. 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);

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

CLC Number: