ρ-混合序列完全矩收敛的精确渐近性

Precise asymptotics of complete moment convergence forρ-mixing sequence

对于具有零均值、同分布的ρ-混合序列,在适当的矩条件下,通过利用ρ-混合序列移动平均过程的中心极限定理及其矩不等式,采用多重截尾的方法,获得了ρ-混合序列关于移动平均过程完全矩收敛的精确渐近性的相关结论,推广了独立情形的结果。

There is aρ-mixing sequence with mean zero and same distribution.Under some suitable moment conditions,by using the central limit theorem forρ-mixing sequence on moving average process and its moment inequality,and the method of multiple cen-soring,the paper obtain the relevant conclusion that precise asymptotics of complete moment convergence of theρ-mixing random variables on the moving average process,which extends the result of independent random variables.