Some Limit Theorems for Sequences of Pairwise NQD Random Variables

In this article, the authors study some limit properties for sequences of pairwise NQD random variables, which are not necessarily identically distributed. They obtain Baum and Katz complete convergence and the strong stability of Jamison＇s weighted sums for pairwise NQD random variables, which may have different distributions. Some wellknown results are improved and extended.     

关于两两NQD随机变量部分和强大数律的注记

In this paper, the authors study the strong law of large numbers for partial sums of pairwise negatively quadrant dependent （NQD） random variables. The results obtained improve the corresponding theorems of Hu et al. （2013）, and Qiu and Yang （2006） under some weaker conditions.     

Laws of large numbers of negatively correlated random variables for capacities

Our aim is to present some limit theorems for capacities.We consider a sequence of pairwise negatively correlated random variables.We obtain laws of large numbers for upper probabilities and 2-alternating capacities,using some results in the classical probability theory and a non-additive version of Chebyshev’s inequality and Boral-Contelli lemma for capacities.     

On Moments of the Maximum of Normed Partial Sums of p--mixing Random Variables

In this paper, we obtain the moment conditions for the supermun of normed sums of ρ~--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ~--mixing random variables. The result obtained generalize the results of Chen（2008） and extend those to negatively associated sequences and ρ~--mixing random variables.     

Complete Convergence for Weighted Sums of WOD Random Variables

In this article, we study the complete convergence for weighted sums of widely orthant dependent random variables. By using the exponential probability inequality, we establish a complete convergence result for weighted sums of widely orthant dependent ran-dom variables under mild conditions of weights and moments. The result obtained in the paper generalizes the corresponding ones for independent random variables and negatively dependent random variables.     

Lindeberg's central limit theorems for martingale-like sequences under sub-linear expectations

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes, especially stochastic integrals and differential equations. In this paper, the central limit theorem and the functional central limit theorem are obtained for martingale-like random variables under the sub-linear expectation. As applications, the Lindeberg's central limit theorem is obtained for independent but not necessarily identically distributed random variables, and a new proof of the Lévy characterization of a GBrownian motion without using stochastic calculus is given. For proving the results, Rosenthal's inequality and the exponential inequality for the martingale-like random variables are established.     

Complete Convergence for Weighted Sums of Negatively Sup eradditive Dep endent Random Variables

In the paper, the complete convergence for the maximum of weighted sums of negatively superadditive dependent(NSD, in short) random variables is investigated by using the Rosenthal type inequality. Some su?cient conditions are presented to prove the complete convergence. The result obtained in the paper generalizes some corresponding ones for independent random variables and negatively associated random variables.     

Complete Convergence of Weighted Sums for Arrays of Rowwise m-negatively Asso ciated Random Variables

In this paper, we discuss the complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables. By applying moment inequality and truncation methods, the sufficient conditions of complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables are established. These results generalize and complement some known conclusions.     

Inequalities of Maximum of Partial Sums and Convergence Rates in the Strong Laws for ρ~-mixing Random Variables

In this paper,we establish a Rosenthal-type inequality of partial sums for ρ~mixing random variables.As its applications,we get the complete convergence rates in the strong laws for ρ~-mixing random variables.The result obtained extends the corresponding result.     

ρ~-混合序列部分和最大值的一些不等式和强大数律的收敛速度(英文)

In this paper,we establish a Rosenthal-type inequality of partial sums for ρ~mixing random variables.As its applications,we get the complete convergence rates in the strong laws for ρ~-mixing random variables.The result obtained extends the corresponding result.     

两两NQD列的收敛性质

本文首先给出两两 ＮＱＤ列的 Ｋｏｌｍｏｇｏｒｏｖ型不等式，进而讨论两两 ＮＱＤ列的收敛性质，获得了与独立情形一样的Ｂａｕｍ和Ｋａｔｚ完全收敛定理，几乎达到独立惰形著名的Ｍａｒｃｉｎｋｉｅｗｉｃｚ强大数定律、三级数定理等结果．     

Complete moment convergence of pairwise NQD random variables

It is known that the dependence structure of pairwise negative quadrant dependent (NQD) random variables is weaker than those of negatively associated random variables and negatively orthant dependent random variables. In this article, we investigate the moving average process which is based on the pairwise NQD random variables. The complete moment convergence and the integrability of the supremum are presented for this moving average process. The results imply complete convergence and the Marcinkiewicz–Zygmund-type strong law of large numbers for pairwise NQD sequences.     

两两NQD阵列加权乘积和的完全收敛性和强大数定律

利用截尾法和两两NQD列部分和矩不等式,得到了两两NQD阵列加权乘积和的强大数定律,并在h-可积条件下给出了其完全收敛性的一个充分条件.     

一类随机变量序列部分和的强大数定律

设{Xn,n≥1}是随机变量序列.文[4]在二阶矩限制下,获得了任意随机变量序列的Hajek-Renyi型不等式,并给出了随机变量序列的强大数定律.本文利用胡舒合等获得的强大数定律,给出了随机变量序列的一些几乎必然收敛性,并给出了结果在PA,NA和两两NQD序列场合下的应用.     

两两NQD列的强收敛性

利用两两NQD列部分和矩不等式和截尾法,探讨了两两NQD列的完全收敛性和强大数定律,所获结论推广并改进了相关文献已有结果.     

两两独立同分布序列Cesàro强大数定律的收敛速度

设{X,Xn,n≥0}是两两独立同分布的随机变量序列,11．为了证明这一结论而获得到的两两负相关随机变量序列的Cesaro强大数定律收敛速度的结果本身也是有意义的．此结果对于同分布的两两NQD序列也是对的．     

两两独立序列加权和的L~r收敛性

讨论了两两独立随机变量列加权和在满足r(1≤r<2)阶Ces`aro一致可积条件下的Lr收敛性,获得了与独立情形一致的结果.用相似的方法,对于其它相依或混合序列(如两两NQD列,φ-混合序列,ρ-混合序列)也有相同的结果.     

两两NQD阵列加权和的L~r收敛性

讨论了行为两两NQD的随机变量阵列加权和的的Lr收敛性,所得结果推广和改进了已知的相应的一些结果.     

两两NQD阵列行和的若干极限定理

讨论了两两NQD阵列行和的弱收敛性、L_p收敛性和完全收敛性,在{X_(nk);1≤k≤k_n↑∞,n≥1}是Cesaro一致可积的相关条件下,获得了两两NQD阵列行和的弱收敛性、Lp收敛性和完全收敛性定理,将独立阵列行和的相关极限定理推广到了两两NQD阵列行和的情形.