摘要
本文研究了一类鞅差序列加权和的收敛性的问题.利用一些基本不等式和截尾技术,获得了加权和的几乎处处收敛性,推广了关于独立同分布的随机变量序列的相关结果.
In this paper, we discuss a class of weighted sums for martingale difference sequence based on some elementary inequalities and the truncation technique. The almost sure convergence is obtained, which extends the result on the case of independent identically distributed random variables.
出处
《数学杂志》
CSCD
北大核心
2014年第4期627-632,共6页
Journal of Mathematics
基金
Supported by National Natural Science Foundation of China(11001077
11171093),HASTIT(2011HASTIT011)
关键词
几乎处处收敛
加权和
鞅差
almost sure convergence
weighted sums
martingale difference
