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不同分布φ混合序列的最大值不等式及其应用

Maximal inequalities for differently distributed φ mixing random variables and applications
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摘要 利用矩不等式和截尾的方法,讨论了不同分布的φ混合序列的最大值不等式.作为应用,获得了混合序列的一阶矩及p(p>1)阶矩分别存在有限的充分条件,这是一个与独立同分布情形一致的结果. The paper discusses the maximal inequalities for differently distributed φ mixing random variables by moment inequality and trunccating.As it's applications,the sufficient conditions of the 1-th and p-th(p 1) moments on partial sums of φ mixing random sequences are obtained,which are as same as the case of the independent identically distributions.
作者 冯凤香
出处 《纯粹数学与应用数学》 CSCD 2010年第4期570-575,共6页 Pure and Applied Mathematics
基金 国家自然科学基金(10661006) 广西自然科学基金(2010GXNSFA013121) 广西教育厅科研项目(200807LX188)
关键词 Φ混合序列 最大值不等式 极大值函数的矩 φ mixing sequence maximal inequalities the moment of supremum function
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