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p—型空间与B值随机元和尾概率的收敛速度
引用本文:梁汉营,牛司丽.p—型空间与B值随机元和尾概率的收敛速度[J].应用数学学报,1998,21(1):92-102.
作者姓名:梁汉营  牛司丽
作者单位:[1]中国科学技术大学统计与金融系 [2]河南机电专科学校基础部
基金项目:国家自然科学基金,河南省教委基金
摘    要:本文讨论了B值随机元非随机足标与随机足标和尾概率的收敛速度。借助于B值独立随机元序列满足强大数定律与弱大数定律等价的这一特性,得到了Banach空间p型性质的刻划,同时将(1,2)中实值独立同分布随机变量和完全收敛性的相应结果推广到B值独立但不必同分布情形。

关 键 词:B值随机元  尾概率  p-型空间  收敛速度  随机变量

p-TYPE SPACE AND CONVERGENCE RATES OF TAIL PROBABILITIES FOR SUMS OF B-VALUED RANDOM ELEMENTS
LIANG HANYING.p-TYPE SPACE AND CONVERGENCE RATES OF TAIL PROBABILITIES FOR SUMS OF B-VALUED RANDOM ELEMENTS[J].Acta Mathematicae Applicatae Sinica,1998,21(1):92-102.
Authors:LIANG HANYING
Abstract:We discuss in this paper convergence rates of tail probabilties for partial sumsand randomly indexed partial sums of B-valued random elements. By the equivalent property of strong and weak law of large numbers of B-valued independent random elements,we obtain the characterization of p--type Banach space in teams of the convergence rates forsums of zero mean B--valued independent random elements. The corresponding results in1,2] on i.i.d. real random variables are extended to the case of B-valued independent but notnecessary identically distributed random elements, and when 0 < t < 1, the independenceon random elements is eliminated.
Keywords:B-valued random element  tail probability  p-type space  convergence rate
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