摘要
Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-|∞∑^n∑^∞aiYi+k/n^1/r|^p(1〈r〈2,P〉0)under the conditions of some moments.
Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-|∞∑^n∑^∞aiYi+k/n^1/r|^p(1〈r〈2,P〉0)under the conditions of some moments.
基金
Supported by the National Natural Science Foundation of China (No. 11001052, 10971097)
the Anhui Provincial Natural Science Foundation (No. 11040606M04)
the Anhui Provincial College Excellent Young Talents Foundation (No. 2009SQRZ176ZD)