混合序列的Bernstein型不等式及其逆矩

Abstract

Abstract:

Wu et al.[5] obtained the asymptotic approximation of inverse moments for independent nonnegative random variables under a Lindeberg-type condition. In this paper, we give some Bernstein-type inequalities and complete convergence for φ-mixing and ψ-mixing sequences, and obtain the asymptotic approximation of inverse moments for these two sequences, which generalize and improve the corresponding results in Wu et al.[5] and Hu et al.[8].

Key words: Complete convergence, Inverse moment, φ-mixing, ψ-mixing, Asymptotic approximation

CLC Number:

60E15

HU Shu-He, LI Xiao-Qin, YANG Wen-Zhi, WANG Xue-Jun. Bernstein Inequalities and Inverse Moments for Mixing Sequences[J].Acta mathematica scientia,Series A, 2012, 32(3): 441-449.

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References

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Bernstein Inequalities and Inverse Moments for Mixing Sequences

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