数学物理学报, 2020, 40(6): 1670-1681 doi:

论文

行间AANA随机变量阵列加权和的完全矩收敛性

孟兵1,2, 王定成,1, 吴群英2

On the Complete Moment Convergence for Weighted Sums of Rowwise Asymptotically Almost Negatively Associated Random Variables

Meng Bing1,2, Wang Dingcheng,1, Wu Qunying2

通讯作者: 王定成, E-mail: wangdc@uestc.edu.cn

收稿日期: 2019-08-20  

基金资助: 国家自然科学基金.  11661029
国家自然科学基金.  11661030
广西自然科学基金.  2018GXNSFAA281011

Received: 2019-08-20  

Fund supported: the NSFC.  11661029
the NSFC.  11661030
the Science Foundation of the Guangxi.  2018GXNSFAA281011

Abstract

In this paper, by applying the moment inequality for AANA random sequence, some results on complete moment convergence for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of Baek et al. [1] and Wang et al. [12], respectively.

Keywords: AANA random variables ; Complete convergence ; Complete moment convergence ; Weighted sums

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孟兵, 王定成, 吴群英. 行间AANA随机变量阵列加权和的完全矩收敛性. 数学物理学报[J], 2020, 40(6): 1670-1681 doi:

Meng Bing, Wang Dingcheng, Wu Qunying. On the Complete Moment Convergence for Weighted Sums of Rowwise Asymptotically Almost Negatively Associated Random Variables. Acta Mathematica Scientia[J], 2020, 40(6): 1670-1681 doi:

1 引言

定义1.1  称随机变量$ \{X_{i};1\leq i\leq n\} $是NA (negatively associated)的, 若对集合$ \{1, 2, \cdots, n\} $中的任意不相交的两个非空子集$ A_{1} $, $ A_{2} $, 都有

其中$ f_{1} $$ f_{2} $是使得上式成立且对每个变元都为非降(或非升)的函数.称随机变量序列$ \{X_{n}; n\geq 1\} $是NA序列, 若对任意的$ n\geq2 $, $ \{X_{i};1\leq i\leq n\} $都是NA的.

定义1.2  称随机变量序列$ \{X_{n};n \geq 1\} $是AANA (asymptotically almost negatively associated)的, 若存在非负序列$ \mu(n)\rightarrow 0 $, $ n\rightarrow \infty $, 对任意的$ n, k\geq 1 $, 都有

其中$ f_{1} $, $ f_{2} $为任何两个使该协方差存在且对每个变元都是单调非降的函数.称$ \{\mu(n); n \geq 1\} $为该AANA序列的混合系数.

Chandra和Ghosal[2]首先提出了AANA序列的概念, 可以明显看出, AANA序列真包含NA序列($ \mu(n) = 0, n\geq 1 $). Joag-Dev和Proschan[7]指出并证明, 许多多元分布具有NA性质.因此, 将NA随机变量的极限性质推广到AANA随机变量的情形具有重要意义.关于AANA随机变量的极限性质的更多细节, 参见文献[6, 8, 12, 15, 17-18]等等.

Hsu和Robbins[5]首先介绍了完全收敛性的概念.称随机序列$ \{X_{n};n\geq 1\} $完全收敛于常数$ {\lambda} $, 如果对任意的$ {\varepsilon>0} $, 有$ \sum\limits_{n = 1}^\infty P(|X_{n}-\lambda|>\varepsilon)<\infty $.随机变量的完全收敛性是建立几乎处处收敛的重要工具, 关于它的第一个结果是由Hsu和Robbins[5]以及Erdös[4]给出的.许多作者把这个基本定理推广和改进到了多个方向, 如文献[9-11, 13-14, 16]等等.特别地, Baek等[1]研究了NA随机变量加权和的完全收敛性, 得到如下结果.

定理1.1  设$ \left\{X_{ni}; i\geq 1, n\geq 1\right\} $为行间NA随机变量阵列, 且对任意的$ i\geq 1, n\geq 1 $$ x\geq 0 $, 有$ EX_{ni} = 0 $, $ P\big(\big|X_{ni}\big|\geq x\big)\leq CP\big(|X|\geq x\big) $.又设$ \beta\geq -1 $, $ \left\{a_{ni}; i\geq 1, n\geq 1\right\} $为常数阵列, 满足:$ { } \sup_{i\geq1}\big|a_{ni}\big| = O\big(n^{-r}\big) $, $ r>0 $$ \sum\limits_{i = 1}^\infty \big|a_{ni}\big| = O\big(n^{\alpha}\big) $, $ \alpha\in [0, r) $.

$ \big({\rm i}\big) $$ 1+\alpha+\beta>0 $时, 假设存在$ \delta>0 $使得$ 1+\alpha/r<\delta\leq 2 $.

$ E|X|^{s}<\infty $, 则对任意的$ \varepsilon>0 $,

$ \begin{equation} \sum\limits_{n = 1}^\infty n^{\beta}P\bigg(\bigg|\sum\limits_{i = 1}^{\infty}a_{ni}X_{ni}\bigg|>\varepsilon\bigg)<\infty. \end{equation} $

$ \big({\rm ii}\big) $$ 1+\alpha+\beta = 0 $时, 若$ E\big(|X|{\rm log}\big(1+|X|\big)\big)<\infty $, 则(1.1)式成立.

Wang等[12]把上述结果从行间NA随机变量推广到了AANA随机变量, 而且增加考虑了$ 1+\alpha+\beta<0 $的情况, 获得如下结果.

定理1.2  设$ \beta\geq -1 $, $ \left\{X_{ni}; i\geq 1, n\geq 1\right\} $为行间AANA随机变量阵列, 且被随机变量$ X $随机控制.假设常数阵列$ \left\{a_{ni}; i\geq 1, n\geq 1\right\} $满足如下条件:

$ \begin{equation} \sup\limits_{i\geq1}\big|a_{ni}\big| = O\big(n^{-r}\big), \; r>0, \end{equation} $

$ \begin{equation} \sum\limits_{i = 1}^{\infty}\big|a_{ni}\big|^{\theta} = O\big(n^{\alpha}\big), \;\mbox{其中}\ 0<\theta<2, \; \theta+\frac{\alpha}{r}<2. \end{equation} $

$ \big({\rm i}\big) $假设当$ 1<\theta<2 $时, $ \sum\limits_{n = 1}^{\infty}\mu^{2}(n)<\infty $.$ 1+\alpha+\beta<0 $, $ E|X|^{\theta}<\infty $, 则对任意的$ \varepsilon>0 $,

$ \begin{equation} \sum\limits_{n = 1}^\infty n^{\beta}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>\varepsilon\bigg)<\infty, \end{equation} $

且(1.1)式也成立.

$ \big({\rm ii}\big) $$ 1+\alpha+\beta = 0 $, 且

$ \begin{equation} E|X|^{\theta}{\rm log}|X|<\infty, \end{equation} $

进一步假设$ EX_{ni} = 0 $, 当$ 1\leq\theta<2 $时, $ \sum\limits_{n = 1}^{\infty}\mu^{2}(n)<\infty $, 则(1.1)式和(1.4)式成立.

$ \big({\rm iii}\big) $$ 1+\alpha+\beta>0 $, 设$ \beta>-1 $, 且当$ s = \theta+(1+\alpha+\beta)/r $时, $ E|X|^{s}<\infty $.进一步假设$ EX_{ni} = 0 $, $ \sum\limits_{n = 1}^{\infty}\mu^{1/(p-1)}(n)<\infty $, $ p\in \big(3\cdot2^{k-1}, 4\cdot2^{k-1}\big] $, 并且

$ \begin{equation} p>\max\left\{2, s, \frac{2\big(1+\beta\big)}{r\big(2-\theta\big)-\alpha}\right\}, \end{equation} $

其中$ s\geq1 $, 正整数$ k\geq1 $, 则(1.1)式和(1.4)式成立.

该文在Baek等[1]和Wang等[12]研究结果的基础之上, 将进一步研究不同分布条件下行间AANA随机变量加权和的完全矩收敛.所得结果推广和改进了Baek等[1]和Wang等[12]的结论.

定义1.3  称随机变量序列$ \left\{Z_{n}; n\geq 1\right\} $完全矩收敛, 若对$ a_{n}>0, b_{n}>0, q>0 $,

完全矩收敛的概念是由Chow[3]首先提出的.

定义1.4  称随机变量序列$ \left\{X_{n}; n\geq 1\right\} $被随机变量$ X $随机控制, 若存在正常数$ C $, 使得对所有的$ n\geq 1 $, $ x\geq 0 $, 有$ P\big(\big|X_{n}\big|\geq x\big)\leq CP\big(|X|\geq x\big). $

2 引理

引理2.1[17]  设$ \left\{X_{n}; n\geq 1\right\} $是混合系数为$ \left\{\mu (n); n\geq 1\right\} $的AANA随机变量序列, 设$ \left\{f_{n}; n\geq 1\right\} $是单调不增(或单调不减)的函数序列, 则$ \left\{f_{n}\big(X_{n}\big); n\geq 1\right\} $仍是混合系数为$ \left\{\mu (n); n\geq 1\right\} $的AANA随机变量序列.

引理2.2[17]  设$ \left\{X_{n}; n\geq 1\right\} $是一均值为0的AANA随机变量序列, 当$ 1<p\leq2 $时, 混合系数$ \left\{\mu (n); n\geq 1\right\} $满足$ \sum\limits_{n = 1}^{\infty}\mu^{2}(n)<\infty $, 则存在只依赖于$ p $的正常数$ C = C_{p} $, 使得

$ \begin{equation} E\bigg(\max\limits_{1\leq k\leq n}\bigg|\sum\limits_{i = 1}^k X_{i}\bigg|^p \bigg)\leq C\sum\limits_{i = 1}^nE\big|X_{i}\big|^{p}. \end{equation} $

$ p\in \big(3\cdot2^{k-1}, 4\cdot2^{k-1}\big] $时, $ k $是正整数, $ \sum\limits_{n = 1}^{\infty}\mu^{1/(p-1)}(n)<\infty $, 则存在只依赖于$ p $的正常数$ C = C_{p} $, 使得

$ \begin{equation} E\bigg(\max\limits_{1\leq k\leq n}\bigg|\sum\limits_{i = 1}^k X_{i}\bigg|^p \bigg)\leq C \left\{\sum\limits_{i = 1}^n E\big|X_{i}\big|^p+\bigg(\sum\limits_{i = 1}^n EX_{i}^2\bigg)^{p/2} \right\}. \end{equation} $

引理2.3[16]  设$ \{X_{n};n\geq 1\} $为一随机变量序列, 且被随机变量$ X $随机控制, 则对所有的$ u>0 $, $ t>0 $, 下面两式成立:

$ \begin{equation} E\big|X_{n}\big|^u I\big(\big|X_{n}\big|\leq t\big)\leq C\left[E|X|^u I\big(|X|\leq t\big)+t^u P\big(|X|>t\big)\right], \end{equation} $

$ \begin{equation} E\big|X_{n}\big|^u I\big(\big|X_{n}\big|> t\big)\leq CE|X|^u I\big(|X|> t\big). \end{equation} $

3 主要结果及证明

整篇文章中, $ \left\{X_{ni};i\geq1, n\geq1\right\} $为行间AANA阵列, 且混合系数为$ \left\{\mu(i), i\geq1\right\} $.正常数$ C $在不同的地方有所不同.

定理3.1  设$ \beta\geq -1 $, $ \left\{X_{ni};i\geq1, n\geq1\right\} $为行间AANA阵列, 且被随机变量$ X $随机控制.$ \left\{a_{ni};i\geq1, n\geq1\right\} $为满足(1.2)式, (1.3)式的常数阵列.

$ \big({\rm i}\big) $$ 1<\theta<2 $, $ \sum\limits_{n = 1}^{\infty}\mu^{2}(n)<\infty $.$ 1+\alpha+\beta<0 $, $ E|X|^{\theta}<\infty $, 则对任意的$ \varepsilon>0 $,

$ \begin{equation} \sum\limits_{n = 1}^\infty n^{\beta}E\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|-\varepsilon\bigg)_{+}^{\theta}<\infty, \end{equation} $

以及

$ \begin{equation} \sum\limits_{n = 1}^\infty n^{\beta}E\bigg(\bigg|\sum\limits_{i = 1}^{\infty}a_{ni}X_{ni}\bigg|-\varepsilon\bigg)_{+}^{\theta}<\infty. \end{equation} $

$ \big({\rm ii}\big) $$ 1+\alpha+\beta = 0 $, 且

$ \begin{equation} E|X|^{\theta}{\rm log}|X|<\infty, \end{equation} $

进一步假设$ EX_{ni} = 0 $, 当$ 1\leq\theta<2 $时, $ \sum\limits_{n = 1}^{\infty}\mu^{2}(n)<\infty $, 则(3.1)式和(3.2)式成立.

$ \big({\rm iii}\big) $$ 1+\alpha+\beta>0 $, $ \beta>-1 $以及

$ \begin{equation} E|X|^{s}<\infty, \; s = \theta+\frac{1+\alpha+\beta}{r}. \end{equation} $

进一步假设$ EX_{ni} = 0 $, $ \sum\limits_{n = 1}^{\infty}\mu^{1/(p-1)}(n)<\infty $, $ p\in (3\cdot2^{k-1}, 4\cdot2^{k-1}] $, 并且

$ \begin{equation} p>\max\left\{2, s, \frac{2\big(1+\beta\big)}{r\big(2-\theta\big)-\alpha}\right\}, \end{equation} $

其中$ s\geq1 $, $ k $为正整数, 则(3.1)式和(3.2)式成立.

注3.1  定理3.1不仅把定理1.1关于行间NA阵列的结果扩展到了AANA阵列的情况, 而且考虑了$ 1+\alpha+\beta<0 $的情形, 从而补充了Baek等[1]的结论.

注3.2  在定理3.1的条件下, 对任意$ \varepsilon>0 $,

$ \begin{eqnarray} \infty &>&\sum\limits_{n = 1}^\infty n^{\beta}E\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|-\varepsilon\bigg)_{+}^{\theta}\\ & = &\sum\limits_{n = 1}^\infty n^{\beta}\int_{0}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|-\varepsilon>x^{1/ \theta}\bigg){\rm d}x\\ &\geq&C\int_{0}^{1}\sum\limits_{n = 1}^\infty n^{\beta}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>\varepsilon\bigg){\rm d}x\\ & = &C\sum\limits_{n = 1}^\infty n^{\beta}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>\varepsilon\bigg). \end{eqnarray} $

从(3.6)式可以看出, 完全矩收敛蕴含完全收敛.比较Wang等[12]的结果, 在同样的条件下, 定理3.1的结果比定理1.2的结果更强.因此, 定理3.1提高了Wang等[12]的结论.

  (3.2)式的证明完全类似于(3.1)式的证明, 因此, 该文仅证明(3.1)式成立.不失一般性, 设$ a_{ni}>0 $, $ n, i\geq1 $ (否则, 用$ a_{ni}^{+} $$ a_{ni}^{-} $替代$ a_{ni} $, 则$ a_{ni} = a_{ni}^{+}-a_{ni}^{-} $).由(1.2)式和(1.3)式, 不妨设$ { } \sup_{i\geq1}\big|a_{ni}\big|\leq n^{-r} $$ \sum\limits_{i = 1}^{\infty}\big|a_{ni}\big|^{\theta}\leq n^{\alpha} $.对任意$ \varepsilon>0 $,

$ \begin{eqnarray} && \sum\limits_{n = 1}^\infty n^{\beta}E\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|-\varepsilon\bigg)_{+}^{\theta} = \sum\limits_{n = 1}^{\infty} n^{\beta}\int_{0}^{1}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>\varepsilon+x^{1/ \theta}\bigg){\rm d}x \\ &&+\sum\limits_{n = 1}^{\infty} n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>\varepsilon+x^{1/ \theta}\bigg){\rm d}x \\ &\leq&\sum\limits_{n = 1}^\infty n^{\beta}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>\varepsilon\bigg) +\sum\limits_{n = 1}^{\infty} n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>x^{1/ \theta}\bigg){\rm d}x \\ &\triangleq& I+J. \end{eqnarray} $

根据Wang等[12]中的定理3.1的证明, 可以直接得到$ I<\infty $.因此, 只需分如下三种情况证明$ J<\infty $.

$ \big({\rm i}\big) $$ 1+\alpha+\beta<0 $

注意到:

$ \begin{equation} \int_{a}^{\infty}P\big(\big|Y\big|>x^{1/ \theta}\big){\rm d}x\leq E\big|Y\big|^{\theta}I\big(\big|Y\big| >a^{1/ \theta}\big). \end{equation} $

由(3.8)式, (2.1)式和(1.3)式可知

$ \begin{eqnarray} J &\leq& \sum\limits_{n = 1}^\infty n^{\beta}E\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|^{\theta}\bigg) I\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|^{\theta}>1\bigg)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}E\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|^{\theta}\bigg)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\big|a_{ni}\big|^{\theta}E|X|^{\theta} \leq C\sum\limits_{n = 1}^\infty n^{\alpha+\beta}E|X|^{\theta} \leq CE|X|^{\theta}<\infty. \end{eqnarray} $

接下来证明当$ 1+\alpha+\beta\geq0 $时, $ J<\infty $.对固定的$ n\geq1 $, 定义

由引理2.1可知, $ \left\{Y_{ni}; i\geq1, n\geq 1\right\} $仍是AANA随机阵列, 容易验证

$ \begin{eqnarray} J & = &\sum\limits_{n = 1}^{\infty} n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}a_{ni}X_{ni}\bigg|>x^{1/ \theta}\bigg){\rm d}x\\ &\leq& \sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}P\big(\big|a_{ni}X_{ni}\big|>x^{1/ \theta}\big){\rm d}x +\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}Y_{ni}\bigg|>x^{1/ \theta}\bigg){\rm d}x\\ &\triangleq& J_{1}+J_{2}. \end{eqnarray} $

因此, 要证(3.1)式成立, 只需证明$ J_{1}<\infty $, $ J_{2}<\infty $.

$ \big({\rm ii}\big) $$ 1+\alpha+\beta = 0 $

根据(1.2)式, 不失一般性, 不妨设$ \big|a_{ni}\big|\leq n^{-r} $.因此, 由(3.8), (1.2), (1.3)和(3.3)式可知

$ \begin{eqnarray} J_{1} &\leq& \sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n E\big|a_{ni}X_{ni}\big|^{\theta}I\big(\big|a_{ni}X_{ni}\big|>1\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\big|a_{ni}\big|^{\theta}E|X|^{\theta} I\big(|X|>\big|a_{ni}\big|^{-1}\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\alpha+\beta}E|X|^{\theta}I\big(|X|>n^{r}\big)\\ & = & C\sum\limits_{n = 1}^\infty n^{-1}\sum\limits_{k = n}^\infty E|X|^{\theta} I\big(k^{r}<|X|\leq\big(k+1\big)^{r}\big)\\ &\leq& C\sum\limits_{k = 1}^\infty E|X|^{\theta}I\big(k^{r}<|X|\leq\big(k+1\big)^{r}\big) \sum\limits_{n = 1}^kn^{-1}\\ &\leq& C\sum\limits_{k = 1}^\infty {\rm log}{k}E|X|^{\theta}I\big(k^{r}<|X|\leq\big(k+1\big)^{r}\big)\\ &\leq& CE|X|^{\theta}{\rm log}{|X|}<\infty. \end{eqnarray} $

下面分$ 0<\theta<1 $$ 1\leq \theta<2 $两种情况来证明$ J_{2}<\infty $.

情况1  $ 0<\theta<1 $

取某个$ p $使得$ 1<p\leq2 $, 根据Markov不等式, $ C_{r} $不等式以及引理2.3可得

$ \begin{eqnarray} J_{2} & = &\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}Y_{ni}\bigg| >x^{1/ \theta}\bigg){\rm d}x\\ &\leq& \sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-p/ \theta}E\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}Y_{ni}\bigg|^{p}\bigg){\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/ \theta}E\big|Y_{ni}\big|^{p}{\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/ \theta}\left[E\big|a_{ni}X_{ni}\big|^{p} I\big(\big|a_{ni}X_{ni}\big|\leq x^{1/\theta}\big) +x^{p/\theta}P\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\right]{\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/\theta}E\big|a_{ni}X\big|^{p} I\big(\big|a_{ni}X\big|\leq 1\big){\rm d}x\\ &&+ C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/\theta}E\big|a_{ni}X\big|^{p} I\big(1<\big|a_{ni}X\big|\leq x^{1/\theta}\big){\rm d}x\\ &&+ C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}P \big(\big|a_{ni}X\big|>x^{1/\theta}\big){\rm d}x\\ &\triangleq& J_{21}+J_{22}+J_{23}. \end{eqnarray} $

首先证明$ J_{22}<\infty $, $ J_{23}<\infty $.$ x = t^{\theta} $, 则

$ \begin{eqnarray} J_{22} & = & C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/\theta}E\big|a_{ni}X\big|^{p} I\big(1<\big|a_{ni}X\big|\leq x^{1/\theta}\big){\rm d}x\\ & = & C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}t^{\theta-p-1}E\big|a_{ni}X\big|^{p} I\big(1<\big|a_{ni}X\big|\leq t\big){\rm d}t\\ & = & C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\sum\limits_{k = 1}^\infty\int_{k}^{k+1}t^{\theta-p-1}E\big|a_{ni}X\big|^{p} I\big(1<\big|a_{ni}X\big|\leq t\big){\rm d}t\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\sum\limits_{k = 1}^\infty k^{\theta-p-1}E\big|a_{ni}X\big|^{p} I\big(1<\big|a_{ni}X\big|\leq k+1\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\sum\limits_{k = 1}^\infty k^{\theta-p-1}\sum\limits_{m = 1}^kE\big|a_{ni}X\big|^{p} I\big(m<\big|a_{ni}X\big|\leq m+1\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\sum\limits_{m = 1}^\infty E\big|a_{ni}X\big|^{p} I\big(m<\big|a_{ni}X\big|\leq m+1\big)\sum\limits_{k = m}^\infty k^{\theta-p-1}\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\sum\limits_{m = 1}^\infty m^{\theta-p}E\big|a_{ni}X\big|^{p} I\big(m<\big|a_{ni}X\big|\leq m+1\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{\theta}I\big(\big|a_{ni}X\big|>1\big)<\infty. \end{eqnarray} $

由(3.8)式以及$ J_{1}<\infty $的证明过程, 易知

$ \begin{equation} J_{23} \leq C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{\theta}I\big(\big|a_{ni}X\big|>1\big)<\infty. \end{equation} $

其次证明$ J_{21}<\infty $.

$ \begin{eqnarray} J_{21} & = & C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/\theta}E\big|a_{ni}X\big|^{p} I\big(\big|a_{ni}X\big|\leq 1\big){\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{p}I\big(\big|a_{ni}X\big|\leq1\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{p}I\big(|X|\leq\big|a_{ni}\big|^{-1}\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{p}I\big(|X|\leq n^{r}\big) +C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{p}I\big(n^{r}<|X|\leq \big|a_{ni}\big|^{-1}\big)\\ &\triangleq& J_{21}^{*}+J_{21}^{**}. \end{eqnarray} $

根据$ \theta<p $, $ r>0 $, (1.2)和(1.3)式可知

$ \begin{eqnarray} J_{21}^{*} &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\big|a_{ni}\big|^{\theta}\big(\sup\limits_{i\geq1}\big|a_{ni}\big|\big)^{p-\theta} E|X|^{p}I\big(|X|\leq n^{r}\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\alpha+\beta-r(p-\theta)}E|X|^{p}I\big(|X|\leq n^{r}\big)\\ & = & C\sum\limits_{n = 1}^\infty n^{-1-r(p-\theta)}\sum\limits_{k = 1}^nE|X|^{p}I\big((k-1)^{r}<|X|\leq k^{r}\big)\\ & = & C\sum\limits_{k = 1}^\infty E|X|^{p}I\big((k-1)^{r}<|X|\leq k^{r}\big)\sum\limits_{n = k}^\infty n^{-1-r(p-\theta)}\\ &\leq& C\sum\limits_{k = 1}^\infty k^{-r(p-\theta)}E|X|^{p}I\big((k-1)^{r}<|X|\leq k^{r}\big)\\ &\leq& CE|X|^{p+\frac{-r(p-\theta)}{r}} = CE|X|^{\theta}<\infty. \end{eqnarray} $

$ J_{1}<\infty $的证明过程, 再次可得

$ \begin{eqnarray} J_{21}^{**} &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{\theta}I\big(n^{r}<|X|\leq \big|a_{ni}\big|^{-1}\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{\theta}I\big(|X|\geq n^{r}\big)<\infty. \end{eqnarray} $

情况2  $ 1\leq\theta<2 $

首先证明

$ \begin{equation} \sup\limits_{x\geq 1}x^{-1/\theta}\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}EY_{ni}\bigg|\rightarrow 0, \; n\rightarrow \infty. \end{equation} $

事实上, 由条件$ EX_{ni} = 0 $, $ Y_{ni} $的定义, 引理2.3, (1.2)和(1.3)式以及$ E|X|^{\theta}<\infty $可得

$ \begin{eqnarray} \sup\limits_{x\geq 1}x^{-1/\theta}\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}EY_{ni}\bigg| &\leq& C\sup\limits_{x\geq 1}x^{-1/\theta}\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}Ea_{ni}X_{ni}I\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\bigg|\\ &&+ C\sup\limits_{x\geq 1}x^{-1/\theta}\sum\limits_{i = 1}^{n}x^{1/\theta}P\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\\ &\leq& C\sup\limits_{x\geq 1}x^{-1/\theta}\sum\limits_{i = 1}^{n}E\big|a_{ni}X\big|I\big(\big|a_{ni}X\big|>x^{1/\theta}\big)\\ &\leq& C\sup\limits_{x\geq 1}x^{-1}\sum\limits_{i = 1}^{n}E\big|a_{ni}X\big|^{\theta}I\big(\big|a_{ni}X\big|>x^{1/\theta}\big)\\ &\leq& C\sum\limits_{i = 1}^{n}E\big|a_{ni}X\big|^{\theta}I\big(\big|a_{ni}X\big|>1\big)\\ &\leq& Cn^{-1-\beta}E|X|^{\theta}I\big(|X|>n^{r}\big)\rightarrow 0, \; n\rightarrow \infty. \end{eqnarray} $

因此, 对足够大的$ n $, 有

$ \begin{equation} \max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}EY_{ni}\bigg|\leq \frac{x^{1/\theta}}{2}. \end{equation} $

根据(3.20)式, 引理2.2, Markov不等式以及情况1中$ J_{2}<\infty $ (用2替代指数$ p $)的证明过程, 可得

$ \begin{eqnarray} J_{2} & = &\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}Y_{ni}\bigg| >x^{1/ \theta}\bigg){\rm d}x\\ &\leq& \sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}P \bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}\big(Y_{ni}-EY_{ni}\big)\bigg|>\frac {x^{1/ \theta}}{2}\bigg){\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-2/ \theta}E \bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}\big(Y_{ni}-EY_{ni}\big)\bigg|^{2}\bigg){\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-2/ \theta}EY_{ni}^2{\rm d}x<\infty. \end{eqnarray} $

$ \big({\rm iii}\big) $$ 1+\alpha+\beta>0 $

由(3.8)式, 引理2.3, (1.2)式, (1.3)式和(3.4)式, 可知

$ \begin{eqnarray} J_{1} & = &\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}P\big(\big|a_{ni}X_{ni}\big|>x^{1/ \theta}\big){\rm d}x\\ &\leq& \sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{\theta}I\big(\big|a_{ni}X\big|>1\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\alpha+\beta}E|X|^{\theta}I\big(|X|>n^{r}\big)\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\alpha+\beta}\sum\limits_{k = n}^\infty E|X|^{\theta}I\big(k^{r}<|X|\leq \big(k+1\big)^{r}\big)\\ &\leq& C\sum\limits_{k = 1}^\infty E|X|^{\theta}I\big(k^{r}<|X|\leq \big(k+1\big)^{r}\big)\sum\limits_{n = 1}^k n^{\alpha+\beta}\\ &\leq& C\sum\limits_{k = 1}^\infty k^{1+\alpha+\beta}E|X|^{\theta}I\big(k^{r}<|X|\leq \big(k+1\big)^{r}\big)\\ &\leq& CE|X|^{\theta+(1+\alpha+\beta)/r}<\infty. \end{eqnarray} $

下面分$ s\geq 1 $$ s<1 $两种情况证明$ J_{2}<\infty $.

情况1  $ s\geq 1 $

首先证明(3.18)式仍成立.根据$ Y_{ni} $的定义, $ EX_{ni} = 0 $, 引理2.3, (1.2)式, (1.3)式以及$ E|X|^{s}<\infty $, 可得

$ \begin{eqnarray} \sup\limits_{x\geq 1}x^{-1/\theta}\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}EY_{ni}\bigg| &\leq& C\sup\limits_{x\geq 1}x^{-1/\theta}\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}Ea_{ni}X_{ni}I\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\bigg|\\ &&+ C\sup\limits_{x\geq 1}x^{-1/\theta}\sum\limits_{i = 1}^{n}x^{1/\theta}P\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\\ &\leq& C\sup\limits_{x\geq 1}x^{-1/\theta}\sum\limits_{i = 1}^{n}E\big|a_{ni}X_{ni}\big|I\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\\ &\leq& C\sup\limits_{x\geq 1}x^{-s/\theta}\sum\limits_{i = 1}^{n}E\big|a_{ni}X\big|^{s}I\big(\big|a_{ni}X\big|>x^{1/\theta}\big)\\ &\leq& C\sup\limits_{i\geq 1}\big|a_{ni}\big|^{s-\theta}\sum\limits_{i = 1}^{n}\big|a_{ni}\big|^{\theta}E|X|^{s} I\big(\big|a_{ni}X\big|>1\big)\\ &\leq& Cn^{\alpha-\big(s-\theta\big)r}E|X|^{s}I\big(|X|>n^{r}\big)\\ &\leq& Cn^{-1-\beta}E|X|^{s}I\big(|X|>n^{r}\big)\rightarrow 0, \; n\rightarrow\infty, \end{eqnarray} $

这样, (3.20)式仍成立.

取某个$ p $使得

$ \begin{equation} p>\max\left\{2, \theta+\frac{1+\alpha+\beta}{r}, \frac{2\big(1+\beta\big)}{r\big(2-\theta\big)-\alpha}\right\}. \end{equation} $

从而由(3.20)式, Markov不等式, 引理2.2以及$ C_{r} $不等式, 有

$ \begin{eqnarray} J_{2} & = &\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}Y_{ni}\bigg| >x^{1/ \theta}\bigg){\rm d}x\\ &\leq& \sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}P\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}\big(Y_{ni}-EY_{ni}\big)\bigg|>\frac {x^{1/ \theta}}{2}\bigg){\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-p/\theta}E\bigg(\max\limits_{1\leq j\leq n}\bigg|\sum\limits_{i = 1}^{j}\big(Y_{ni}-EY_{ni}\big)\bigg|^{p}\bigg){\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/\theta}E\big|Y_{ni}-EY_{ni}\big|^p{\rm d}x\\ &&+C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-p/\theta}\bigg(\sum\limits_{i = 1}^nE\big(Y_{ni}-EY_{ni}\big)^2\bigg)^{p/2}{\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}x^{-p/\theta}E\big|Y_{ni}\big|^p{\rm d}x +C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-p/\theta}\bigg(\sum\limits_{i = 1}^nEY_{ni}^2\bigg)^{p/2}{\rm d}x\\ &\triangleq& J_{2}^{(1)}+J_{2}^{(2)}. \end{eqnarray} $

根据$ p>s = \theta+\frac{1+\alpha+\beta}{r}>\theta $, 以及当$ 1+\alpha+\beta = 0 $时, 情况1中$ J_{2}<\infty $的证明过程, 容易得到$ J_{2}^{(1)}<\infty $.又根据$ Y_{ni} $的定义, 引理2.3和$ C_{r} $不等式可得

$ \begin{eqnarray} J_{2}^{(2)} & = &C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-p/\theta}\bigg(\sum\limits_{i = 1}^nEY_{ni}^2\bigg)^{p/2}{\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-p/\theta}\bigg(\sum\limits_{i = 1}^nE\big|a_{ni}X_{ni}\big|^{2} I\big(\big|a_{ni}X_{ni}\big|\leq x^{1/\theta}\big) \bigg)^{p/2}{\rm d}x\\ &&+C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}\bigg(\sum\limits_{i = 1}^nP\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\bigg) ^{p/2}{\rm d}x\\ &\triangleq& J_{21}^{(2)}+J_{22}^{(2)}. \end{eqnarray} $

首先证明:$ J_{21}^{(2)}<\infty $.$ s\geq2 $时, 由$ p>\frac{2(1+\beta)}{r(2-\theta)-\alpha} $以及$ E|X|^{2}<\infty $可得

$ \begin{eqnarray} J_{21}^{(2)} &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\bigg(\int_{1}^{\infty}x^{-p/\theta}{\rm d}x\bigg)\bigg(\sum\limits_{i = 1}^n\big|a_{ni}\big|^2 E|X|^{2}\bigg)^{p/2}\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\bigg(\sum\limits_{i = 1}^n\big|a_{ni}\big|^{\theta} \sup\limits_{i\geq1}\big|a_{ni}\big|^{2-\theta}\bigg)^{p/2}\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta+\left[\alpha-r(2-\theta)\right]p/2}<\infty. \end{eqnarray} $

$ 1\leq s<2 $时, 由$ p>2 $, $ E|X|^s<\infty $可得

$ \begin{eqnarray} J_{21}^{(2)} &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}\bigg(\sum\limits_{i = 1}^nE\big|x^{-1/\theta}a_{ni}X_{ni}\big|^2 I\big(\big|a_{ni}X_{ni}\big|\leq x^{1/\theta}\big)\bigg)^{p/2}{\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}\bigg(\sum\limits_{i = 1}^nE\big|x^{-1/\theta}a_{ni}X_{ni}\big|^s I\big(\big|a_{ni}X_{ni}\big|\leq x^{1/\theta}\big)\bigg)^{p/2}{\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\int_{1}^{\infty}x^{-sp/2\theta}\bigg(\sum\limits_{i = 1}^nE\big|a_{ni}X_{ni}\big|^s I\big(\big|a_{ni}X_{ni}\big|\leq x^{1/\theta}\big)\bigg)^{p/2}{\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\bigg(\int_{1}^{\infty}x^{-sp/2\theta}{\rm d}x\bigg)\bigg(\sum\limits_{i = 1}^n\big|a_{ni}\big|^s E|X|^s\bigg)^{p/2}\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\bigg(\sum\limits_{i = 1}^n\big|a_{ni}\big|^\theta\sup\limits_{i\geq1}\big|a_{ni}\big|^{s-\theta}\bigg) ^{p/2}\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta+(r\theta+\alpha-rs)p/2} = C\sum\limits_{n = 1}^\infty n^{\beta-(1+\beta)p/2}<\infty. \end{eqnarray} $

其次证明:$ J_{22}^{(2)}<\infty $.注意到

$ \begin{eqnarray} \sup\limits_{x\geq1}\bigg|\sum\limits_{i = 1}^nP\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)\bigg| &\leq& C\sum\limits_{i = 1}^nP\big(\big|a_{ni}X\big|>1\big)\\ &\leq& C\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^sI\big(\big|a_{ni}X\big|>1\big)\\ &\leq& C\sup\limits_{i\geq1}\big|a_{ni}\big|^{s-\theta}\sum\limits_{i = 1}^n\big|a_{ni}\big|^{\theta}E|X|^s I\big(\big|a_{ni}X\big|>1\big)\\ &\leq& Cn^{\alpha-(s-\theta)r}E|X|^sI\big(|X|>n^{r}\big)\\ &\leq& Cn^{-1-\beta}E|X|^sI\big(|X|>n^{r}\big)\rightarrow 0, \; n\rightarrow\infty. \end{eqnarray} $

因此, 当$ n $充分大时, $ \sum\limits_{i = 1}^nP\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big)<1 $, $ x\geq1 $.从而由(3.8)和(3.22)式可知

$ \begin{eqnarray} J_{22}^{(2)} &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^n\int_{1}^{\infty}P\big(\big|a_{ni}X_{ni}\big|>x^{1/\theta}\big){\rm d}x\\ &\leq& C\sum\limits_{n = 1}^\infty n^{\beta}\sum\limits_{i = 1}^nE\big|a_{ni}X\big|^{\theta}I\big(\big|a_{ni}X\big|>1\big)\\ &\leq& CE|X|^{\theta+(1+\alpha+\beta)/r}<\infty. \end{eqnarray} $

情况2  $ s<1 $

$ p>0 $, 使得$ \theta+(1+\alpha+\beta)/r = s<p<1 $, 则$ \alpha+\beta-r(p-\theta)<-1 $.类似$ 1+\alpha+\beta = 0 $中情况1的证明, 容易得到: $ J_{21}^{*}\leq CE|X|^{\theta+(1+\alpha+\beta)/r}<\infty $, $ J_{21}^{**}\leq CE|X|^{\theta+(1+\alpha+\beta)/r}<\infty $, $ J_{22}\leq CE|X|^{\theta+(1+\alpha+\beta)/r}<\infty $以及$ J_{23}\leq CE|X|^{\theta+(1+\alpha+\beta)/r}<\infty $.证毕.

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