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Moments of the maximum of normed partial sums of ρ^--mixing random variables

Moments of the maximum of normed partial sums of ρ^--mixing random variables
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摘要 Let {Xn,n ≥ 1} be a sequence of identically distributed ρ^--mixing random variables and set Sn =∑i^n=1 Xi,n ≥ 1,the suffcient and necessary conditions for the existence of moments of supn≥1 |Sn/n^1/r|^p(0 〈 r 〈 2,p 〉 0) are given,which are the same as that in the independent case. Let {Xn,n ≥ 1} be a sequence of identically distributed ρ^--mixing random variables and set Sn =∑i^n=1 Xi,n ≥ 1,the suffcient and necessary conditions for the existence of moments of supn≥1 |Sn/n^1/r|^p(0 〈 r 〈 2,p 〉 0) are given,which are the same as that in the independent case.
机构地区 Dept. of Statist.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2009年第3期355-360,共6页 高校应用数学学报(英文版)(B辑)
基金 Supported by the National Natural Science Foundation of China (60874004)
关键词 moment of supremum of normed partial sum ρ^--mixing random variable moment of supremum of normed partial sum, ρ^--mixing random variable
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