鞅差序列滑动和过程的极限结果

数学物理学报 ›› 2011, Vol. 31 ›› Issue (1): 179-187.

鞅差序列滑动和过程的极限结果

陈平炎¹|李远梅²

1.暨南大学数学系广州 510630；2.暨南大学统计学系广州 510630

收稿日期:2008-10-12 修回日期:2009-11-24 出版日期:2011-02-25 发布日期:2011-02-25
基金资助:
国家自然科学基金资助项目

Limiting Behavior of Moving Average Processes of Martingale Difference Sequences

CHEN Ping-Yan¹, LI Yuan-Mei²

1.Department |of Mathematics, Jinan University, Guangzhou |510630；2.Department of Statistics, Jinan University, Guangzhou 510630

Received:2008-10-12 Revised:2009-11-24 Online:2011-02-25 Published:2011-02-25
Supported by:
国家自然科学基金资助项目

摘要/Abstract

摘要：

该文获得了鞅差序列滑动和过程的完全收敛性, Marcinkiewicz-Zygmund强大数定律, 矩完全收敛性以及讨论了极大值矩的存在性问题, 推广和改进了已有的结果.

关键词: 完全收敛性, Marcinkiewicz-Zygmund强大数定律, 矩完全收敛性, 滑动和过程, 鞅差序列, 正则化部分和极大值的矩

Abstract:

In this paper, for the moving average processes of martingale differences, the complete convergence, Marcinkiewicz-Zygmund strong law of large number and complete moment convergence are obtained and the existence of the moments of supermum of normed partial sums is discussed, which extend and improve some well-known results.

Key words: Complete convergence, Marcinkiewicz-Zygmund strong laws of large numbers, Complete moment convergence, Moving average process, Martingale difference sequence, Moments of supremum of normed partial sums

中图分类号:

60F15

陈平炎, 李远梅. 鞅差序列滑动和过程的极限结果[J]. 数学物理学报, 2011, 31(1): 179-187.

CHEN Ping-Yan, LI Yuan-Mei. Limiting Behavior of Moving Average Processes of Martingale Difference Sequences[J]. Acta mathematica scientia,Series A, 2011, 31(1): 179-187.

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