非负ρ-混合随机变量的逆矩

On inverse moment for nonnegative ρ-mixing random variables

在一阶矩有限的条件下获得了非负同分布ρ-混合随机变量序列部分和的逆矩的渐进逼近,部分推广了已有的结果,即设{Zn,n≥1}是非负同分布的ρ-混合随机变量序列,对任意n≥1,Xn=sum from( k=1 to n )Zk.如果0<EZ1<∞,则对任意a>0,α>0,E(a+Xn)α～(a+EXn)-α成立.

Under the finite first moments condition, the asymptotic approximation of inverse moments of the partial sums of nonnegative identically distributed ρ- mixing random variables is obtained. The main result extends the well - known results partly. Suppose that {Zn,n≥1} is a series of nonnegative identically distributed ρ- mixing random variables, and define Xn=∑k=1^nZk,for and 0〈EZ1〈∞,is satisfied for and E（a＋Xn）α-（a＋EXn^-αa〉0,α〉0,