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行为两两NQD阵列加权和的矩完全收敛性(英文)
Complete Moment Convergence of Weighted Sums for Arrays of Row-wise Pairwise NQD Random Variables
【摘要】 负相依在统计分析和可靠性理论中有着广泛地应用.本文的目的是要研究行为两两负象限相依阵列加权和的矩完全收敛性.利用矩不等式和截尾方法,建立了行为两两负象限相依阵列加权和的矩完全收敛性的充分条件,同时给出了具体应用,获得了基于负象限相依序列的平滑移动过程的矩完全收敛性,推广并完善了以前的结果.
【Abstract】 Negative dependence has found important and wide applications in multivariate statistical analysis and reliability theory. The purpose of this paper is to discuss the complete moment convergence of weighted sums for arrays of row-wise pairwise negatively quadrant dependent random variables. By applying moment inequality and truncation methods, the sufcient conditions of complete moment convergence of weighted sums for arrays of row-wise pairwise negatively quadrant dependent random variables are established. As an application, the complete moment convergence of moving average processes based on a pairwise negatively quadrant dependent random sequences is obtained, which extends the former result.
【Key words】 negatively quadrant dependent; weighted sums; complete moment convergence; complete convergence; moving average processes;
- 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,2013年05期
- 【分类号】O211.4
- 【被引频次】1
- 【下载频次】60