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Laws of Large Numbers for Cesàro alpha-integrable Random Variables under Dependence Condition AANA or AQSI 被引量:4

Laws of Large Numbers for Cesàro alpha-integrable Random Variables under Dependence Condition AANA or AQSI
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摘要 Both residual Cesaro alpha-integrability (RCI(α) and strongly residual Cesaro alpha- integrability (SRCI(α)) are two special kinds of extensions to uniform integrability, and both asymptotically almost negative association (AANA) and asymptotically quadrant sub-independence (AQSI) are two special kinds of dependence structures. By relating the RCI(α) property as well as the SRCI(α) property with dependence condition AANA or AQSI, we formulate some tail-integrability conditions under which for appropriate α the RCI((α) property yields Ll-convergence results and the SRCI(α) property yields strong laws of large numbers, which is the continuation of the corresponding literature. Both residual Cesaro alpha-integrability (RCI(α) and strongly residual Cesaro alpha- integrability (SRCI(α)) are two special kinds of extensions to uniform integrability, and both asymptotically almost negative association (AANA) and asymptotically quadrant sub-independence (AQSI) are two special kinds of dependence structures. By relating the RCI(α) property as well as the SRCI(α) property with dependence condition AANA or AQSI, we formulate some tail-integrability conditions under which for appropriate α the RCI((α) property yields Ll-convergence results and the SRCI(α) property yields strong laws of large numbers, which is the continuation of the corresponding literature.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2012年第6期1103-1118,共16页 数学学报(英文版)
基金 Supported by National Natural Science Foundation of China (Grant No. 10871217) Natural Science Foundation Project of CQ CSTC of China (Grant No. 2009BB2370) SCR of Chongqing Municipal Education Commission (Grant Nos. KJ090703, KJ100726)
关键词 Law of large numbers residual Cesaro alpha-integrability strong residual Cesaro alphaintegrability asymptotically almost negative association asymptotically quadrant sub-independence Law of large numbers, residual Cesaro alpha-integrability, strong residual Cesaro alphaintegrability, asymptotically almost negative association, asymptotically quadrant sub-independence
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