弱相依随机序列的若干新结果

Some New Results for Weakly Dependent Random Variable Sequences

  • 摘要: 设\X_n,n\geq1\为\wt\rho-混合序列. 利用随机变量的截尾方法和\wt\rho-混合序列的三级数定理, 讨论了\wt\rho-混合序列的收敛性质, 并且得到了\wt\rho-混合序列的一类强极限定理, 这些结果推广了独立序列的相应结果. 最后研究了\wt\rho-混合序列加权和的强稳定性

     

    Abstract: Let \X_n,n\geq1\ be a \wt\rho-mixing random variable sequence. By using the truncation method of random variables and three series theorem of \wt\rho-mixing sequence, the convergence properties of \wt\rho-mixing sequence are discussed, and a class of strong limit theorems for \wt\rho-mixing sequence are obtained, which generalize the corresponding results of independent sequence. At last, the strong stability for weighted sums of \wt\rho-mixing sequence is studied

     

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