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Complete f-Moment Convergence for Sung’s Type Weighted Sums of Negatively Superadditive Dependent Random Variables
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作者 HU Xueping WANG Liuliu +1 位作者 HU Ke XU Zhonghao 《应用概率统计》 北大核心 2025年第4期585-601,共17页
In this paper,by utilizing the Marcinkiewicz-Zygmund inequality and Rosenthal-type inequality of negatively superadditive dependent(NSD)random arrays and truncated method,we investigate the complete f-moment convergen... In this paper,by utilizing the Marcinkiewicz-Zygmund inequality and Rosenthal-type inequality of negatively superadditive dependent(NSD)random arrays and truncated method,we investigate the complete f-moment convergence of NSD random variables.We establish and improve a general result on the complete f-moment convergence for Sung’s type randomly weighted sums of NSD random variables under some general assumptions.As an application,we show the complete consistency for the randomly weighted estimator in a nonparametric regression model based on NSD errors. 展开更多
关键词 Marcinkiewicz-Zygmund inequality Rosenthal-type inequality Sung’s type randomly weighted sums negatively superadditive dependent random variables complete f-moment convergence
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Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of i.i.d.Random Variables under Sublinear Expectations
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作者 XU Mingzhou CHENG Kun 《应用概率统计》 北大核心 2025年第3期339-352,共14页
The complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space is studied.By moment inequality and truncation methods,we establish the... The complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space is studied.By moment inequality and truncation methods,we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space.The results complement the corresponding results in probability space to those for sequences of independent,identically distributed random variables under sublinear expectation space. 展开更多
关键词 complete convergence weighted sums i.i.d.random variables sublinear expectation
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Complete q-Order Moment Convergence of Moving Average Processes Generated by Negatively Dependent Random Variables under Sub-Linear Expectations
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作者 Mingzhou XU 《Journal of Mathematical Research with Applications》 2025年第3期395-410,共16页
Assume that{a_(i),−∞<i<∞}is an absolutely summable sequence of real numbers.We establish the complete q-order moment convergence for the partial sums of moving average processes{X_(n)=Σ_(i=−∞)^(∞)a_(i)Y_(i+... Assume that{a_(i),−∞<i<∞}is an absolutely summable sequence of real numbers.We establish the complete q-order moment convergence for the partial sums of moving average processes{X_(n)=Σ_(i=−∞)^(∞)a_(i)Y_(i+n),n≥1}under some proper conditions,where{Yi,-∞<i<∞}is a doubly infinite sequence of negatively dependent random variables under sub-linear expectations.These results extend and complement the relevant results in probability space. 展开更多
关键词 moving average processes negatively dependent random variables complete moment convergence sub-linear expectations
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Complete Convergenceand Complete Moment Convergence for Weighted Sums of ANA Random Variables 被引量:1
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作者 MENG Bing WU Qunying 《应用概率统计》 CSCD 北大核心 2024年第5期710-724,共15页
In this paper,we investigate the complete convergence and complete moment conver-gence for weighted sums of arrays of rowwise asymptotically negatively associated(ANA)random variables,without assuming identical distri... In this paper,we investigate the complete convergence and complete moment conver-gence for weighted sums of arrays of rowwise asymptotically negatively associated(ANA)random variables,without assuming identical distribution.The obtained results not only extend those of An and Yuan[1]and Shen et al.[2]to the case of ANA random variables,but also partially improve them. 展开更多
关键词 ANA random variables complete convergence complete moment convergence weighted sums
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Sample Path Large Deviations for Independent Random Variables under Sub-Linear Expectations 被引量:1
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作者 Mingzhou XU 《Journal of Mathematical Research with Applications》 CSCD 2024年第4期541-550,共10页
In this work, the sample path large deviations for independent, identically distributed random variables under sub-linear expectations are established. The results obtained in sublinear expectation spaces extend the c... In this work, the sample path large deviations for independent, identically distributed random variables under sub-linear expectations are established. The results obtained in sublinear expectation spaces extend the corresponding ones in probability space. 展开更多
关键词 sample path large deviations independent random variables sub-linear expectation
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Inequalities of Maximum of Partial Sums and Convergence Rates in the Strong Laws for ρ^-mixing Random Variables 被引量:1
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作者 TAN Cheng-liang WU Qun-ying HE Yan-mei 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第1期114-119,共6页
In this paper,we establish a Rosenthal-type inequality of partial sums for ρ~mixing random variables.As its applications,we get the complete convergence rates in the strong laws for ρ^-mixing random variables.The re... In this paper,we establish a Rosenthal-type inequality of partial sums for ρ~mixing random variables.As its applications,we get the complete convergence rates in the strong laws for ρ^-mixing random variables.The result obtained extends the corresponding result. 展开更多
关键词 convergence rates rosenthal type inequality ρ—-mixing random variables ρ~mixing random variables negatively associated random variables
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Complete Convergence for Moving Average Processes under m-WOD Random Variables
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作者 SONG Mingzhu WU Yongfeng 《Wuhan University Journal of Natural Sciences》 CSCD 2024年第6期529-538,共10页
The m-widely orthant dependent(m-WOD)sequences are very weak dependent random variables.In the paper,the authors investigate the moving average processes,which is generated by m-WOD random variables.By using the tail ... The m-widely orthant dependent(m-WOD)sequences are very weak dependent random variables.In the paper,the authors investigate the moving average processes,which is generated by m-WOD random variables.By using the tail cut technique and maximum moment inequality of the m-WOD random variables,moment complete convergence and complete convergence of the maximal partial sums for the moving average processes are obtained,the results generalize and improve some corresponding results of the existing literature. 展开更多
关键词 m-WOD random variable moving average processes complete convergence complete moment convergence
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Strong Limit Theorems for Weighted Sums of Widely Orthant Dependent Random Variables 被引量:3
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作者 Dehua QIU Tienchung HU 《Journal of Mathematical Research with Applications》 CSCD 2014年第1期105-113,共9页
Strong limit theorems are established for weighted sums of widely orthant dependent(WOD) random variables. As corollaries, the strong limit theorems for weighted sums of extended negatively orthant dependent(ENOD)... Strong limit theorems are established for weighted sums of widely orthant dependent(WOD) random variables. As corollaries, the strong limit theorems for weighted sums of extended negatively orthant dependent(ENOD) random variables are also obtained, which extend and improve the related known works in the literature. 展开更多
关键词 widely orthant dependent (WOD) random variables extended negatively orthantdependent (ENOD) random variables weighted sums strong limit theorem.
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Strong Law of Large Numbers for Array of Rowwise AANA Random Variables 被引量:1
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作者 CHEN Zhi-yong LIU Ting-ting WANG Xue-jun LI Xiao-qin 《Chinese Quarterly Journal of Mathematics》 CSCD 2014年第4期475-485,共11页
In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated(AANA) random variables are studied. Some sufficient conditions for strong laws of large numbers for ar... In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated(AANA) random variables are studied. Some sufficient conditions for strong laws of large numbers for array of rowwise AANA random variables are presented without assumption of identical distribution. Our results extend the corresponding ones for independent random variables to case of AANA random variables. 展开更多
关键词 AANA random variables array of rowwise AANA random variables strong law of large numbers
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Convergence Properties for Arrays of Rowwise φ-Mixing Random Variables
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作者 Xiaoqin LI 《Journal of Mathematical Research with Applications》 CSCD 2014年第5期608-618,共11页
Convergence properties for arrays of rowwise φ-mixing random variables are studied. As an application, the Chung-type strong law of large numbers for arrays of rowwise φ-mixing random variables is obtained. Our resu... Convergence properties for arrays of rowwise φ-mixing random variables are studied. As an application, the Chung-type strong law of large numbers for arrays of rowwise φ-mixing random variables is obtained. Our results extend the corresponding ones for independent random variables to the case of φ-mixing random variables. 展开更多
关键词 φ-mixing random variables arrays of rowwise φ-mixing random variables stronglaw of large numbers.
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LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES 被引量:8
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作者 胡亦钧 明瑞星 杨文权 《Acta Mathematica Scientia》 SCIE CSCD 2007年第4期886-896,共11页
M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large devi... M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given. 展开更多
关键词 negatively associated random variables stationary sequence strong law of large numbers large deviations moderate deviations
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Reliability analysis for aeroengine turbine disc fatigue life with multiple random variables based on distributed collaborative response surface method 被引量:2
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作者 高海峰 白广忱 +1 位作者 高阳 鲍天未 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第12期4693-4701,共9页
The fatigue life of aeroengine turbine disc presents great dispersion due to the randomness of the basic variables,such as applied load,working temperature,geometrical dimensions and material properties.In order to am... The fatigue life of aeroengine turbine disc presents great dispersion due to the randomness of the basic variables,such as applied load,working temperature,geometrical dimensions and material properties.In order to ameliorate reliability analysis efficiency without loss of reliability,the distributed collaborative response surface method(DCRSM) was proposed,and its basic theories were established in this work.Considering the failure dependency among the failure modes,the distributed response surface was constructed to establish the relationship between the failure mode and the relevant random variables.Then,the failure modes were considered as the random variables of system response to obtain the distributed collaborative response surface model based on structure failure criterion.Finally,the given turbine disc structure was employed to illustrate the feasibility and validity of the presented method.Through the comparison of DCRSM,Monte Carlo method(MCM) and the traditional response surface method(RSM),the results show that the computational precision for DCRSM is more consistent with MCM than RSM,while DCRSM needs far less computing time than MCM and RSM under the same simulation conditions.Thus,DCRSM is demonstrated to be a feasible and valid approach for improving the computational efficiency of reliability analysis for aeroengine turbine disc fatigue life with multiple random variables,and has great potential value for the complicated mechanical structure with multi-component and multi-failure mode. 展开更多
关键词 complicated mechanical structure reliability analysis multiple random variables multi-component and multi-failure mode distributed collaborative response surface method
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Some Convergence Results for Sequences of -mixing Random Variables 被引量:3
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作者 PAN Jing ZHU Ye-chun ZOU Wei-yuan WANG Xue-jun 《Chinese Quarterly Journal of Mathematics》 CSCD 2013年第1期111-117,共7页
In this paper, we will present some strong convergence results for sequences of ψ-mixing random variables. The results for sequences of ψ-mixing random variables generalize the corresponding results for independent ... In this paper, we will present some strong convergence results for sequences of ψ-mixing random variables. The results for sequences of ψ-mixing random variables generalize the corresponding results for independent random variable sequences without any extra conditions. 展开更多
关键词 Khintchine-Kolmogorov-type convergence theorem strong law of large numbers ψ-mixing random variables
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On the strong convergence properties for weighted sums of negatively orthant dependent random variables 被引量:2
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作者 DENG Xin TANG Xu-fei +1 位作者 WANG Shi-jie WANG Xue-jun 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2018年第1期35-47,共13页
In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent(NOD) random variables are investigated. Let {X, n ≥ 1}be a sequence of NOD random variables. The results... In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent(NOD) random variables are investigated. Let {X, n ≥ 1}be a sequence of NOD random variables. The results obtained in the paper generalize the corresponding ones for i.i.d. random variables and identically distributed NA random variables to the case of NOD random variables, which are stochastically dominated by a random variable X. As a byproduct, the Marcinkiewicz-Zygmund type strong law of large numbers for NOD random variables is also obtained. 展开更多
关键词 strong convergence negatively orthant dependent random variables stochastic domination
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On the Strong Rates of Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables 被引量:2
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作者 ZHENG Lu-lu XU Chen HUANG Xu-feng WANG Xue-jun 《Chinese Quarterly Journal of Mathematics》 CSCD 2014年第4期592-601,共10页
A general result on the strong convergence rate and complete convergence for arrays of rowwise extended negatively dependent random variables is established. As applications, some well-known results on negatively depe... A general result on the strong convergence rate and complete convergence for arrays of rowwise extended negatively dependent random variables is established. As applications, some well-known results on negatively dependent random variables can be easily extended to the case of arrays of rowwise extended negatively dependent random variables. 展开更多
关键词 extended negatively dependent random variables negatively dependent complete convergence
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The Strong Convergence Properties for Partial Sums of m-NA Random Variables 被引量:2
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作者 WANG Meng-hang PEI Wen-chen +2 位作者 ZHANG Yu-heng YING Han-lu WANG Xue-jun 《Chinese Quarterly Journal of Mathematics》 2018年第2期172-180,共9页
In this paper, by the three series theorem of m-negatively associated(m-NA,in short) random variables and the truncation method of random variables, we mainly investigated the strong convergence properties for partial... In this paper, by the three series theorem of m-negatively associated(m-NA,in short) random variables and the truncation method of random variables, we mainly investigated the strong convergence properties for partial sums of m-NA random variables.In addition, the Khintchine-Kolmogorov convergence theorem and Kolmogorov-type strong law of large numbers for m-NA random variables are also obtained. The results obtained in the paper generalize some corresponding ones for independent random variables and some dependent random variables. 展开更多
关键词 m-NA random variables Three series theorem Strong convergence Kolmogorov-type strong law of large numbers
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Central limit theolrem for linear processes generated byⅡD random variables under the sub-linear expectation 被引量:1
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作者 LIU Wei ZHANG Yong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2021年第2期243-255,共13页
In this paper,we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed(IID)random variables for sub-linear expec... In this paper,we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed(IID)random variables for sub-linear expectations initiated by Peng[19].It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's central limit theorem and invariance principle to the case where probability measures are no longer additive. 展开更多
关键词 central limit theorem invariance principle ⅡD random variables sub-linear expectation linear process
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Exponential Inequality for a Class of NOD Random Variables and Its Application 被引量:1
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作者 XING Guodong YANG Shanchao 《Wuhan University Journal of Natural Sciences》 CAS 2011年第1期7-10,共4页
In this paper,an exponential inequality for weighted sums of identically distributed NOD (negatively orthant dependent) random variables is established,by which we obtain the almost sure convergence rate of which re... In this paper,an exponential inequality for weighted sums of identically distributed NOD (negatively orthant dependent) random variables is established,by which we obtain the almost sure convergence rate of which reaches the available one for independent random variables in terms of Berstein type inequality. As application,we obtain the relevant exponential inequality for Priestley-Chao estimator of nonparametric regression estimate under NOD samples,from which the strong consistency rate is also obtained. 展开更多
关键词 identically distributed NOD (negatively orthant dependent) random variables weighted sums exponential inequality almost sure convergence rate Priestley-Chao estimator
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Complete Moment Convergence for Weighted Sums of Arrays of Rowwise NA Random Variables 被引量:1
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作者 Dehua QIU Pingyan CHEN 《Journal of Mathematical Research with Applications》 CSCD 2012年第6期723-734,共12页
In this paper we obtain some new results on complete moment convergence for weighted sums of arrays of rowwise NA random variables. Our results improve and extend some well known results from the literature.
关键词 complete moment convergence NA random variables weighted sums.
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On Moments of the Maximum of Normed Partial Sums of ρ^--mixing Random Variables 被引量:1
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作者 谭成 吴群英 何燕梅 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第4期499-504,共6页
In this paper, we obtain the moment conditions for the supermun of normed sums of ρ^--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ^--mixing random variables. The resul... In this paper, we obtain the moment conditions for the supermun of normed sums of ρ^--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ^--mixing random variables. The result obtained generalize the results of Chen(2008) and extend those to negatively associated sequences and ρ^--mixing random variables. 展开更多
关键词 moments of supermun of normed partial sums ρ^--mixing random variables ρ^--mixing random variables negatively associated random variables
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