Let {Xni, 1 ≤ n,i 〈 ∞} be an an array of rowwise NA random variables and {an, n ≥ 1} a sequence of constants with 0 〈 an ↑∞ . The limiting behavior of maximum partial sums 1/an max 1≤k≤n｜^k∑i=1 Xni｜ is inv...Let {Xni, 1 ≤ n,i 〈 ∞} be an an array of rowwise NA random variables and {an, n ≥ 1} a sequence of constants with 0 〈 an ↑∞ . The limiting behavior of maximum partial sums 1/an max 1≤k≤n｜^k∑i=1 Xni｜ is investigated and some new results are obtained. The results extend and improve the corresponding theorems of rowwise independent random variable arrays by Hu and Taylor [1] and Hu and Chang [2].展开更多
Binary digit representation of partial sums for random variables has been investigated, and a good upper bound of moments of maximum partial sums for random variables has been reduced by using this representation. As ...Binary digit representation of partial sums for random variables has been investigated, and a good upper bound of moments of maximum partial sums for random variables has been reduced by using this representation. As an applications, stability and strong law of large numbers have been discussed. Many known classical results have been refined.展开更多
A probability inequality for Sn and some pth moment (p≥2) inequalities for | Sn| and max 1≤k≤n |Sk|are established. Here Sn is the partial sum of a negatively associated sequence Based on these inequalities, a weak...A probability inequality for Sn and some pth moment (p≥2) inequalities for | Sn| and max 1≤k≤n |Sk|are established. Here Sn is the partial sum of a negatively associated sequence Based on these inequalities, a weak in variance principle for strictly stationary negatively associated sequences is proved under some general conditions展开更多
文摘Let {Xni, 1 ≤ n,i 〈 ∞} be an an array of rowwise NA random variables and {an, n ≥ 1} a sequence of constants with 0 〈 an ↑∞ . The limiting behavior of maximum partial sums 1/an max 1≤k≤n｜^k∑i=1 Xni｜ is investigated and some new results are obtained. The results extend and improve the corresponding theorems of rowwise independent random variable arrays by Hu and Taylor [1] and Hu and Chang [2].
文摘Binary digit representation of partial sums for random variables has been investigated, and a good upper bound of moments of maximum partial sums for random variables has been reduced by using this representation. As an applications, stability and strong law of large numbers have been discussed. Many known classical results have been refined.
基金Project supported by the National Natural Science Foundation of China,the Doctoral Program Foundation of the State Education Commission of China and the High Eductional Natural Science Foundation of Guangdong Province.
文摘A probability inequality for Sn and some pth moment (p≥2) inequalities for | Sn| and max 1≤k≤n |Sk|are established. Here Sn is the partial sum of a negatively associated sequence Based on these inequalities, a weak in variance principle for strictly stationary negatively associated sequences is proved under some general conditions
