| Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables |
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| 引用本文： | Jiang Feng WANG Feng Bin LU. Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables[J]. 数学学报(英文版), 2006, 22(3): 693-700. DOI: 10.1007/s10114-005-0601-x |
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| 作者姓名： | Jiang Feng WANG Feng Bin LU |
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| 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 |
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| 基金项目： | Supported by Scientific research project of education department of Zhejiang Province （No. 20051897） |
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| 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,
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| 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 |
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| 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(English Series), 2006, 22(3): 693-700. DOI: 10.1007/s10114-005-0601-x |
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| Authors: | Jiang Feng Wang Feng Bin Lu |
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| Affiliation: | (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 |
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| 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) |
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| Keywords: | ρ − – mixing ρ *– mixing NA rosenthal type inequalities weak convergence |
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