摘要
本文讨论了非平稳同分布NA序列的渐近正态问题,给出了两个中心极限定理.以往的文献在讨论NA序列的这些问题时,多加有强平稳的限制;但是大量问题中所出现的NA序列却多为非平稳的,因此有开展研究的必要.本文在寻求摆脱平稳性限制的途径方面作了有益的尝试,所得的定理不仅可解决一大类非平稳NA序列的渐近正态问题.而且将以往的强平稳场合的结果包含为特例,具有一定的理论意义与应用价值.
Two central limit theorems (CLTs) for nonstationary identically distributed NA(Negatively Associated) sequence are obtained. The early papers on CLTs for NA sequencealways assume that the sequence is strictly stationary. However, this is not always the casein most application problems, so it is necessary to discuss nonstationary situations. Weattempt to drop off the stationary condition, and our methods can be used to solve someproblems on the asymptotical normality of nonstationary NA sequences. Our results includethose for strictly stationary NA sequences in the literature.
出处
《应用数学学报》
CSCD
北大核心
1998年第1期9-21,共13页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金
国家教委博士点基金
中国科学院特别支持费资助
关键词
NA序列
渐近正态性
中心极限定理
随机变量
NA(Negatively Associated) sequences, nonstationary,identically distributed,asymptotical normality,CLT(Central Limit Theorem)