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两两NQD随机变量加权和的矩收敛性(英文)

On the Moment Convergence for Weighted Sums of Pairwise NQD Random Variables
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摘要 在关于加权系数阵列h-可积的条件下,研究了两两NQD列加权和的矩收敛性.作者获得了一个新结果,解决了Sung等人(2008)的公开问题,并改进了Cabrera和Volodin(2005)的相应定理. Under the condition of h-integrability with respect to an array of weights, the moment convergence for weighted sums of pairwise negative quadrant dependent random variables is studied. The authors obtain a new result, and solve the open problem in Sung et al. (2008) and improve the corresponding theorem of Cabrera and Volodin (2005).
出处 《应用概率统计》 CSCD 北大核心 2012年第5期479-488,共10页 Chinese Journal of Applied Probability and Statistics
基金 The work of Wu Yongfeng has been partially supported by the Humanities and Social Sciences Foundation for the Youth Scholars of Ministry of Education of China(12YJCZH217) the work of Shen Guangjun has been partially supported by the Natural Science Foundation of Anhui Province(1208085MA11) the Key NSF of Anhui Educational Committee(KJ2011A139)
关键词 矩收敛性 h-可积 两两NQD Moment convergence, h-integrability, pairwise negative quadrant dependent.
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参考文献12

  • 1Sung, H.S., Lisawadi, S. and Volodin, A., Weak laws of large numbers for arrays under a condition of uniform integrability, Journal of the Korean Mathematical Society, 45(2008):289-300.
  • 2Cabrera, M.O. and Volodin, A., Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability, Journal of Mathematical Analysis and Applications, 305(2005):644-658.
  • 3Chandra, T.K., Uniform integrability in the Cesaro Sence and the weak law of large numbers, Sankhya: The Indian Journal of Statistics (Series A),51(1989):309-317.
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  • 6Sung, H.S., Weak laws for weighted sums of random variables, Bulletin of the Korean Mathematical Society, 41(2004):275-282.
  • 7Sung, H.S., Hu, T.C. and Volodin, A., On the weak laws for arrays of random variables, Statistics & Probability Letters, 72(2005):291-298.
  • 8Chen, P.Y., Cabrera, M.O. and Volodin, A., L1-convergence for weighted sums of some dependent random variables, Stochastic Analysis and Applications, 28(2010):928-936.
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  • 10Joag-Dev, K. and Proschan, F., Negative association of random variables with applications, The Annals of Statistics, 11(1983):286-295.

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