Precise asymptotics in the complete moment convergence of NA sequence(负相伴随机变量序列矩完全收敛的精确渐近性)
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,.若E|X|r<∞,1<p<2,r>1+p/2,成立,其中N为标准正态随机变量。
Main Authors: | , |
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Format: | Article |
Language: | zho |
Published: |
Zhejiang University Press
2005-09-01
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Series: | Zhejiang Daxue xuebao. Lixue ban |
Subjects: | |
Online Access: | https://doi.org/zjup/1008-9497.2005.32.5.490-493 |