吉林大学学报(理学版)

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一类随机变量加权和的完全收敛性

兰冲锋   

  1. 1. 阜阳师范学院 经济学院, 安徽 阜阳 236037; 2. 北京邮电大学 经济管理学院, 北京 100876;3. 区域物流规划与现代物流工程安徽省重点实验室, 安徽 阜阳 236037
  • 收稿日期:2015-08-17 出版日期:2016-05-26 发布日期:2016-05-20
  • 通讯作者: 兰冲锋 E-mail:lchfym@sina.com

Complete Convergence for Weighted Sums of a Class of Random Variables

LAN Chongfeng   

  1. 1. School of Economics, Fuyang Normal College, Fuyang 236037, Anhui Province, China;2. School of Economics and Management, Beijing University of Posts and Telecommunications,Beijing 100876, China; 3. Anhui Provincial Key Laboratory Regional Logistics Planning and Modern Logistics Engineering, Fuyang 236037, Anhui Province, China
  • Received:2015-08-17 Online:2016-05-26 Published:2016-05-20
  • Contact: LAN Chongfeng E-mail:lchfym@sina.com

摘要:

设{Xn, n≥1}是一列满足Rosenthal型不等式的相依随机变量, 在非同分布下建立了这类随机变量加权和的完全收敛性的新定理, 并获得了相依随机变量加权和的强大数定律. 所得结论把相应结果从独立同分布的情形扩展到普遍的相依变量情形.

关键词: 完全收敛性, 加权和, 相依随机变量

Abstract:

Let {Xn, n≥1} be a sequence of dependent random variables which satisfied Rosenthal type inequality. We established some new complete convergence theorems for weighted sums of a class of random variables with different distributions, and obtained the strong laws of large numbers for weighted sums of dependent random variables. Our results extend the corresponding results from the independent identically distributed case to the universal dependent random variables.

Key words: complete convergence, weighted sums, dependent random variables

中图分类号: 

  • O212.4