Chinese Quarterly Journal of Mathematics >

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

DOI: https://doi.org/10.13371/j.cnki.chin.q.j.m.2017.02.005

The Convergence of a Moving Average Process of AANA Random Variables

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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.

Received date: 2014-08-20

  Online published: 2020-10-23

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)；

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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

Cite this article

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

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