Precise asymptotics in the complete moment convergence of NA sequence
Author(s): JIANG Ye, ZHANG Li-xin
Pages: 490-493,502
Year: 2005 Issue: 5
Journal: JOURNAL OF ZHEJIANG UNIVERSITY (SCIENCE EDITION)
Keyword: 矩完全收敛性; 负相伴随机变量; 精确渐近性;
Abstract: 假设{X,Xn;n≥1}为平稳的负相伴随机变量序列.对其矩完全收敛的精确渐近性进行讨论.令EX1=0,E|X1|3＜∞,且满足相应的条件.记Sn=X1+X2+…+Xn,n≥1,σ2=EX1+2(∞∑j=2)E(X1Xj)＞0.若E|X|r＜∞,1＜p＜2,r＞1+p/2,成立(limε↘0)ε2(r-p)/2-p-1 (∞∑n=1)nr/p-2-1/pE{|Sn|-(σεn1/p)}+=p(2-p)σ/(r-p)(2r-p-2)E|N|2(r-p)/2-p,其中N为标准正态随机变量.
Pages: 490-493,502
Year: 2005 Issue: 5
Journal: JOURNAL OF ZHEJIANG UNIVERSITY (SCIENCE EDITION)
Keyword: 矩完全收敛性; 负相伴随机变量; 精确渐近性;
Abstract: 假设{X,Xn;n≥1}为平稳的负相伴随机变量序列.对其矩完全收敛的精确渐近性进行讨论.令EX1=0,E|X1|3＜∞,且满足相应的条件.记Sn=X1+X2+…+Xn,n≥1,σ2=EX1+2(∞∑j=2)E(X1Xj)＞0.若E|X|r＜∞,1＜p＜2,r＞1+p/2,成立(limε↘0)ε2(r-p)/2-p-1 (∞∑n=1)nr/p-2-1/pE{|Sn|-(σεn1/p)}+=p(2-p)σ/(r-p)(2r-p-2)E|N|2(r-p)/2-p,其中N为标准正态随机变量.
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