Rosenthal型极大值不等式在φ^-混合随机变量序列收敛性中的应用

Application of rosenthal type maximal inequalities in the convergence of φ^- mixing random variable sequences

讨论了φ-混合随机变量序列的收敛性问题,利用该序列的Rosenthal型极大值不等式得出收敛性问题的相关结论,在主要结论证明中使用了再截尾方法,先对加权混合序列进行截尾,确定出截尾水平,然后再对原φ-混合随机变量序列进行截尾,该方法的求证过程充分利用了权所提供的信息.

The convergence problem of φ-mixing random variable sequence is discussed.The relevant conclusions of the convergence problem is obtained by using Rosenthal type maximal value inequality of the sequence. The truncated method is used in the main conclusion proof.Firstly,the truncation level is determined by truncating the weighted mixing sequence.Then,the originalmixing random variable sequence is truncated.This method makes full use of the information provided by the weight.