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Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables
作者姓名:Jiang  Feng  WANG  Feng  Bin  LU
作者单位:[1]Department of Mathematics, Hangzhou Teachers College, Hangzhou 310012, P. R. China [2]Institute of Systems Science, Academy of Mathematics and Systems Science, Belting 100080, P. R. China
基金项目:Supported by Scientific research project of education department of Zhejiang Province (No. 20051897)
摘    要:In this paper, we establish a Rosenthal-type inequality of the maximum of partial sums for ρ^- -mixing random fields. As its applications we get the Hájeck -Rènyi inequality and weak convergence of sums of ρ^- -mixing sequence. These results extend related results for NA sequence and p^* -mixing random fields,

关 键 词:部分求和  最大不等式  弱收敛  随机变量
收稿时间:2003-09-28
修稿时间:2003-09-282004-04-28

Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables
Jiang Feng WANG Feng Bin LU.Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables[J].Acta Mathematica Sinica,2006,22(3):693-700.
Authors:Jiang Feng Wang  Feng Bin Lu
Institution:(1) Department of Mathematics, Hangzhou Teachers College, Hangzhou 310012, P. R. China;(2) Institute of Systems Science, Academy of Mathematics and Systems Science, Beijing 100080, P. R. China
Abstract:In this paper, we establish a Rosenthal–type inequality of the maximum of partial sums for ρ –mixing random fields. As its applications we get the Hájeck–Rènyi inequality and weak convergence of sums of ρ –mixing sequence. These results extend related results for NA sequence and ρ*–mixing random fields. Supported by Scientific research project of education department of Zhejiang Province (No. 20051897)
Keywords:ρ                mixing            ρ  *–  mixing  NA  rosenthal type inequalities  weak convergence
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