关于一类强平稳mixing序列完全收敛条件的探讨

SOEM DISCUSSION ON THE CONDITIONS OF THE COMPLETE CONVERGENCE OF STATIONARY MIXING SEQUENCES

  • 摘要:Xn为强平稳 p-mixing或φ-mixing随机变数序列,关于Xn部分和的完全收敛性问题,既往的文献仅在>1且α>1/2的场合下,讨论过使文中(1)式成立的充要条件。本文则在=1且α>1/2的场合下,讨论了相应的问题,即讨论了使文中(3)、(4)成立的充分条件和使(3)式成立的必要条件问题,得到了一些结果。

     

    Abstract: In this paper, some unsolved problems on conditions of the complete oonvergence of stationary mixing sequenoes \left\X_n\right\ are discussed. In this way some necessary conditions and some sufficient conditions for \sum_n=1^\infty \frac\ln nn p\left(\max _k< n\left|S_n\right|>\varepsilon n^\frac1p\right)<\infty, \quad \forall \varepsilon>0and\sum_n=1^\infty \frac1n p\left(\sup _k>n\left|\fracS_kk^\frac1p\right|>\varepsilon\right)< \infty, \quad \forall \varepsilon>0 ere proved, where 0< p< 2, S_k=\sum_j=1^k X_j, and \left\X_n\right\ satisfy certain mixing conditions.

     

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