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随机变量序列加权和的强收敛性 总被引:12,自引:0,他引:12
本文讨论了一般随机变量序列加权和的强收敛性.作为推论,得到一类鞅差序列加权和的收敛定理和若干经典的独立随机变量序列的强大数定律;已有的若干结论是本文结果的特例. 相似文献
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非参数回归模型最小一乘估计的全局最优收敛速度施沛德(中国科学院系统科学研究所,北京100080)国家自然科学基金资助课题.1991年11月27日收到.一、引言考虑非参数回归模型这里为.随机误差序列,其分布的中位数为零;X1,X2,…为服从分布密度f的... 相似文献
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本文将Kolmogorov型不等式推广到φ-混合序列,并且研究其强收敛性质,得到了φ-混合序列的Khintchine-Kolmogorov型收敛定理、三级数定理和Marcitlkiewicz型强大数定律. 相似文献
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B-值随机场强大数定律的收敛速度 总被引:3,自引:0,他引:3
李德立 《数学年刊A辑(中文版)》1990,(6)
本文研究B-值随机场强大数定律成立的条件、强大数定律的收敛速度以及部分和序列最大值的矩问题。同时,本文还得到了完全收敛的一个充分条件。 相似文献
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《数学的实践与认识》2013,(17)
利用逐项积分对Chung型强大数定律进行简单化证明,证明既不需要鞅收敛定理,也不需要三级数定理.应用Chung型强律,得到了随机序列的若于强大数定律和收敛速度等,这些定理和推论推广了Cantrell-Rosalsky强大数定律以及由Freedman(1974)建立的关于收敛速度的结果.这些结果除矩条件外,对随机变量的独立性和联合分布不作任何要求. 相似文献
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Li Bainian 《大学数学》1998,(4)
本文对混合变量生成的一阶自回归过程建立了Marcinkiewicz强大数定律.我们还给出了Hartman-Wintner重对数律在AR(1)上的结果. 相似文献
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In this paper, some results on complete convergence for strong mixing sequences are presented under some suitable conditions. A Marcinkiewicz–Zygmund-type strong law of large numbers is also obtained. 相似文献
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B. L. S. Prakasa Rao 《Annals of the Institute of Statistical Mathematics》2009,61(2):441-460
Some properties of conditionally independent random variables are studied. Conditional versions of generalized Borel-Cantelli
lemma, generalized Kolmogorov’s inequality and generalized Hájek-Rényi inequality are proved. As applications, a conditional
version of the strong law of large numbers for conditionally independent random variables and a conditional version of the
Kolmogorov’s strong law of large numbers for conditionally independent random variables with identical conditional distributions
are obtained. The notions of conditional strong mixing and conditional association for a sequence of random variables are
introduced. Some covariance inequalities and a central limit theorem for such sequences are mentioned. 相似文献
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In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong L^p-convergence version and a strongly quasi sure convergence version of the law of large numbers. 相似文献
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Armen Shirikyan 《Probability Theory and Related Fields》2006,134(2):215-247
We consider a class of dissipative PDE's perturbed by an external random force. Under the condition that the distribution
of perturbation is sufficiently non-degenerate, a strong law of large numbers (SLLN) and a central limit theorem (CLT) for
solutions are established and the corresponding rates of convergence are estimated. It is also shown that the estimates obtained
are close to being optimal. The proofs are based on the property of exponential mixing for the problem in question and some
abstract SLLN and CLT for mixing-type Markov processes. 相似文献
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本文研究非平稳φ 混合序列的强大数律:无需混合速度限制,给出了完全收敛成立的充要条件;在弱混合速度条件下,讨论了Marcinkiewicz Zygmund强律成立的必要条件,进而得出混合情形的Marcinkiewicz Zygmund强律,其结果与独立情形相一致. 相似文献
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The aim of this note is to establish the Baum–Katz type rate of convergence in the Marcinkiewicz–Zygmund strong law of large numbers for martingales, which improves the recent works of Stoica [Series of moderate deviation probabilities for martingales, J. Math. Anal. Appl. 336 (2005), pp. 759–763; Baum–Katz–Nagaev type results for martingales, J. Math. Anal. Appl. 336 (2007), pp. 1489–1492; A note on the rate of convergence in the strong law of large numbers for martingales, J. Math. Anal. Appl. 381 (2011), pp. 910–913]. Furthermore, we also study some relevant limit behaviours for the uniform mixing process. Under some uniform mixing conditions, the sufficient and necessary condition of the convergence of the martingale series is established. 相似文献
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