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ψ-混合相依变量线性形式的强稳定性(英文) 被引量:2

Strong Stability of Linear Forms of ψ-Mixing Random Variables
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摘要 线性形式的强稳定性在科学技术上存在着广泛应用. 本文讨论了ψ-混合随机变量列线性形式的强稳定性.通过对ψ-混合随机变量列运用截尾术, 借助于ψ-混合随机变量的性质以及Borel-Cantelli引理, 得到了ψ-混合随机变量线性形式具有强稳定性的充分条件. 同时也给出了一些其它形式的结果. The strong stability of linear forms had found many applications in the science and technology. In this paper, we investigate the strong stability of linear forms for ψ-mixing sequence. By using the termination, Borel-Cantelli lemma and properties of ψ-mixing sequence, the sufficient condition of the strong stability of linear forms for ψ-mixing sequence is given. Stability of other linear forms in ψ-mixing sequence are given at the same time.
出处 《应用概率统计》 CSCD 北大核心 2011年第4期337-345,共9页 Chinese Journal of Applied Probability and Statistics
基金 Supported by the National Natural Science Foundation of China (10771163) and by SRF for ROCS, SEM
关键词 强稳定性 Ψ-混合 线性形式 Strong stability ψ-mixing linear form.
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参考文献4

  • 1Gan, S.X., Almost sure convergence for p-mixing random variable sequences, Statist. Prob. Lett., 67(4)(2004), 289 -298.
  • 2Blum, J.R., Hanson, D.L. and Koopmans, L., On the strong law of large number for a class of stochastic processes, Z. Wahrsch., Verw. Gebiete, 2(1963), 1-11.
  • 3Lu, C.Y. and Lin, Z.Y., The Limiting Theory of Mixing-Dependent Random Variables, China Aca- demic Press, 1997.
  • 4Chung, K.L., A Course in Probability Theory (2nd Ed.), Academic Press, New York, 1974.

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