J4

• 数学 • 上一篇    下一篇

负相协随机变量列的强大数律

刘立新   

  1. 对外经贸大学 金融学院, 北京 100029
  • 收稿日期:2005-12-21 修回日期:1900-01-01 出版日期:2006-09-26 发布日期:2006-09-26
  • 通讯作者: 刘立新

A Strong Law of the Large Numbers for Sequence of Negatively Associated Random Variables

LIU Lixin   

  1. School of Finance, University of International Business and Economics, Beijing 100029, China
  • Received:2005-12-21 Revised:1900-01-01 Online:2006-09-26 Published:2006-09-26
  • Contact: LIU Lixin

摘要: 负相协(NA)随机变量是一包含独立随机变量的有广泛应用的随机变量类, 对于独立随机变量情形, Teicher给出了一类强大数律. 本文应用NA随机变量的概率不等式, 在更弱的条件下, 对具有不同分布的NA随机变量列建立了有关强大数律的定理, 进而将Teicher的结果推广到NA随机变量.

关键词: NA随机变量, 概率不等式, 强大数律

Abstract: Negatively Associated (NA) random variables are a more general class of random variables which include a set of independent random variables and have been applied to many practical fields. It is well known that Teicher proved a strong law of large numbers for independent random variables. By me ans of some probability inequalities of NA random variables, under the weaker conditions than those in the case of independent random variables, we established some theorems on the strong law of large numbers for NA random variables with different distributions. Teicher’s results have thus been extended to the negatively associated random variables.

Key words: NA random variables, probability inequalities, strong law of the large numbers

中图分类号: 

  • O211.4