工程数学学报
工程數學學報
공정수학학보
CHINESE JOURNAL OF ENGINEERING MATHEMATICS
2013年
5期
761-772
,共12页
负象限相依%加权和%矩完全收敛性%完全收敛性%平滑移动过程
負象限相依%加權和%矩完全收斂性%完全收斂性%平滑移動過程
부상한상의%가권화%구완전수렴성%완전수렴성%평활이동과정
negatively quadrant dependent%weighted sums%complete moment convergence%complete convergence%moving average processes
负相依在统计分析和可靠性理论中有着广泛地应用。本文的目的是要研究行为两两负象限相依阵列加权和的矩完全收敛性。利用矩不等式和截尾方法,建立了行为两两负象限相依阵列加权和的矩完全收敛性的充分条件,同时给出了具体应用,获得了基于负象限相依序列的平滑移动过程的矩完全收敛性,推广并完善了以前的结果。
負相依在統計分析和可靠性理論中有著廣汎地應用。本文的目的是要研究行為兩兩負象限相依陣列加權和的矩完全收斂性。利用矩不等式和截尾方法,建立瞭行為兩兩負象限相依陣列加權和的矩完全收斂性的充分條件,同時給齣瞭具體應用,穫得瞭基于負象限相依序列的平滑移動過程的矩完全收斂性,推廣併完善瞭以前的結果。
부상의재통계분석화가고성이론중유착엄범지응용。본문적목적시요연구행위량량부상한상의진렬가권화적구완전수렴성。이용구불등식화절미방법,건립료행위량량부상한상의진렬가권화적구완전수렴성적충분조건,동시급출료구체응용,획득료기우부상한상의서렬적평활이동과정적구완전수렴성,추엄병완선료이전적결과。
Negative dependence has found important and wide applications in multivariate statistical analysis and reliability theory. The purpose of this paper is to discuss the complete moment convergence of weighted sums for arrays of row-wise pairwise negatively quadrant dependent random variables. By applying moment inequality and truncation methods, the sufficient conditions of complete moment convergence of weighted sums for arrays of row-wise pairwise negatively quadrant dependent ran-dom variables are established. As an application, the complete moment convergence of moving average processes based on a pairwise negatively quadrant dependent ran-dom sequences is obtained, which extends the former result.