摘要
设{Y_n,-∞<n<∞}是非同分布NA随机变量序列,{a_n,-∞<n<∞}是一绝对可和的实常数序列,利用NA随机变量的Rosenthal型最大值不等式,得到了移动平均过程,■n≥1的完全收敛定理.
Let{Yn,-∞〈 n 〈∞}be a doubly infinite sequence of non-identically distributed NA random variables,{an,-∞ 〈n 〈∞}an absolutely summable sequence of real numbers, complete convergence theorems of moving average processes,xn=∑i=-∞^∞aiYi＋n,n≥ 1 are obtained by using the Rosenthal type maximal inequality.
出处
《数学的实践与认识》
CSCD
北大核心
2010年第21期203-211,共9页
Mathematics in Practice and Theory
关键词
完全收敛
移动平均过程
NA序列
Complete convergence
moving average process
NA random variable
