关于移动平均过程完全收敛性的研究

The Research for Complete Convergence of Moving Average Processes

  • 摘要: 设{Yi;-∞<i<∞}是一个独立同分布的B值随机元的双边无限序列,{ai;-∞<i<∞}是一个绝对可求和的实数序列.定义移动平均过程X_k=\sum_i=-\infty^\infty a_i+k Y_i, k \geq 1,本文研究了{Xk;k≥1}部分和序列的完全收敛性,同时针对实值情形,还将随机变量的单纯矩条件过渡到选定的函数类上,得到了实移动平均过程完全收敛性的更一般结果。

     

    Abstract: Let Yi;-∞<i<∞ be a doubly infinite sequence of i.i.d. B-valued random variables, ai;-∞<i<∞ an absolutely summable sequence of real numbers and 1≤t<2, r> 1. In this paper, we prove more general version of complete convergence of \sum_k=1^n \sum_i=-\infty^\infty a_i+k Y_i / n^1 / t ; n \geq1,assuming \mathrmE Y_1=0, \mathrmE\left\|Y_1\right\|^r t<\infty, n^-1 / t \sum_k=1^n Y_k \xrightarrowp 0. In addition,when Yi;-∞<i<∞ be a sequence of i.i.d. real random variables,we also prove more general version of complete convergence of\left\\sum_k=1^n \sum_i=-\infty^\infty a_i+k Y_i /(n \Phi(n))^1 / p ; n \geq 1\right., assuming \mathrmE Y_1=0, \mathrmE\left(\frac\left|Y_1\right|^p\Phi\left(\left|Y_1\right|^p\right)\right)^q / p<\infty, 1 \leq p<2, pS be a set of functions.

     

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