| 一种新的弱相依系数和应用(英文) |
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| 引用本文： | 黄旭东,徐耸.一种新的弱相依系数和应用(英文)[J].应用概率统计,2010,26(3):255-262. |
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| 作者姓名： | 黄旭东 徐耸 |
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| 作者单位： | 1. 安徽师范大学数学与计算机科学学院,芜湖,241000
2. 华东师范大学金融与统计学院,上海,200241 |
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| 基金项目： | This work was 8upported by a grant from National Natural Science Foundation of China，by NSF of Anhui Educational Bureau，by Anhui Normal University Young Scientific Foundation |
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| 摘 要： | 本文在积分概率距离意义下提出了两个随机变量之间一种新的弱相依系数,并证明了此系数可获得协方差不等式和强大数定律,而且对于相关随机变量序列,我们还可以进一步研究矩不等式.
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| 关 键 词： | 弱相依系数 协方差不等式 强大数定律 相关随机变量列 |
A New Weak Dependence Coefficient and Applications |
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| HUANG XUDONG,XU SONG.A New Weak Dependence Coefficient and Applications[J].Chinese Journal of Applied Probability and Statisties,2010,26(3):255-262. |
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| Authors: | HUANG XUDONG XU SONG |
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| Institution: | College of Mathematics and Computer Science,Anhui Normal UniversitySchool of Finance and Statistics, East China Normal
University |
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| Abstract: | The purpose of this paper is to propose
a new weak dependence coefficient between two random variables under
integral probability metric. We show that our coefficient may be
also used to obtain covariance inequality and strong law of large
numbers, and we can further investigate moment inequalities for
associated r.v.s.. |
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| Keywords: | Weak dependence coefficient covariance inequality strong law of large numbers associated r v s |
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