宋明珠, 吳永鋒, 向亞云
(銅陵學(xué)院 數(shù)學(xué)與計(jì)算機(jī)學(xué)院, 安徽 銅陵 244000 )
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兩兩NQD陣列加權(quán)和的LP收斂性
宋明珠, 吳永鋒, 向亞云
(銅陵學(xué)院 數(shù)學(xué)與計(jì)算機(jī)學(xué)院, 安徽 銅陵 244000 )
摘要:研究了兩兩NQD陣列加權(quán)和的Lp收斂性,在更弱的條件下得到與陳平炎相同的結(jié)論,改進(jìn)和推廣了前人的研究成果.
關(guān)鍵詞:兩兩NQD陣列; 加權(quán)和; Lp收斂性
SONG Mingzhu, WU Yongfeng, XIANG Yayun
(InstituteofMathematicsandComputing,TonglingUniversity,Tongling244000,AnhuiProvince,China)
1引言和引理
兩兩NQD (Negatively Quadrant Dependend)列的概念是由統(tǒng)計(jì)學(xué)家LEHMANN[1]于1966年提出,其定義如下:
定義1若?x,y∈R,都有
P(X≤x,Y≤y)≤P(X≤x)P(Y≤y),
兩兩NQD列是一類非常廣泛的隨機(jī)變量序列,著名的NA序列[2]、LNQD序列[3]都是其特殊情況,因此對(duì)兩兩NQD列的研究顯得更為迫切.兩兩NQD列極限理論的研究已取得了一些成果,詳見(jiàn)文獻(xiàn)[4-11].
定義2若
文獻(xiàn)[7]在2階Cesàro一致可積的條件下,得到了兩兩NQD列的Lp收斂性.文獻(xiàn)[8]在p(1≤p<2)階Cesàro一致可積的條件下,得到了與文獻(xiàn)[7]相同的結(jié)果.
本文在更弱的條件下得到與文獻(xiàn)[8]相同的結(jié)論,改進(jìn)和推廣了前人的研究成果.
引理1[1]設(shè)隨機(jī)變量X和Y是NQD的,則
(1)EXY≤EXEY;
(2) 對(duì)?x,y∈R,都有
P(X>x,Y>y)≤P(X>x)P(Y>y);
(3) 如f,g同為非降(或非增)函數(shù),則f(X)與g(Y)仍為NQD的.
則有
2主要結(jié)果及證明
對(duì)任意給定的ε>0,有
(1)
只須證I1→0,I2→0(n→∞).
I1→0(n→∞).
(2)
由Zni的定義,知
因?yàn)镋Xni=0,所以?t≥ε,有
則存在N1∈N,對(duì)?n>N1,t≥ε,有
由引理2和Cr-不等式得,對(duì)?n>N1,有
CI1=∶CI3+CI1.
(3)
下證I3→0.
對(duì)?n>N1,t≥ε,有
(4)
因?yàn)棣攀墙o定的常數(shù),由條件(1)、(2)得
(5)
又因?yàn)?/p>
(6)
由式(1)~(6)可得定理1成立.
則
(7)
則
由式(7)可得,對(duì)?ε>0,?x0>0,
當(dāng)x>x0時(shí),有
由1≤p<2以及ε的任意性,可得
即推論1(ii)成立,由推論1知推論2成立.
注由推論2的證明過(guò)程可知,本文在更弱的條件下獲得了與文獻(xiàn)[8]相同的結(jié)論,進(jìn)而推廣并改進(jìn)了文獻(xiàn)[8]的結(jié)果.
參考文獻(xiàn)(References):
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[2]JOAG-DEV K, PROSCHAN F. Negative association of random variables with applications[J]. Ann-Statist,1983(11):286-295.
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WANG Yuebao, YAN Jigao, CHENG Fengyang, et al. On the strong stability for Jamison type weighted product sums of pairwise NQD series with different distribution[J]. Chinese Annals of Mathematics:SerA,2001,22(6):701-706.
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WU Qunying. Convergence properties of pairwise NQD random sequences[J].Acta Mathematica Sinica, 2002,45(3):617-624.
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CHEN Pingyan. On the strong law of large numbers for pairwise NQD random variables[J].Acta Mathematica Scientia:SerA,2005,25(3):386-392.
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Lpconvergence for weighted sums of arrays with pairwise NQD sequences. Journal of Zhejiang University(Science Edition), 2016,43(2):164-167
Abstract:Lp convergence for weighted sums of arrays with pairwise NQD sequences was studied. The corresponding results about CHEN are obtained under the weaker conditions, which extends the well-known theorems in the previous papers.
Key Words:arrays with pairwise NQD sequences; weighted sums; Lp convergence
中圖分類號(hào):O 211.4
文獻(xiàn)標(biāo)志碼:A
文章編號(hào):1008-9497(2016)02-164-04
DOI:10.3785/j.issn.1008-9497.2016.02.007
基金項(xiàng)目:安徽省高校自然科學(xué)研究重點(diǎn)項(xiàng)目(Kj2016A705);安徽省高校優(yōu)秀青年人才支持計(jì)劃重點(diǎn)項(xiàng)目(gxyqZD2016317). 宋明珠(1979-),ORCID:http://orcid.org/0000-0002-4529-6306,女,碩士,講師,主要從事隨機(jī)環(huán)境中的馬氏鏈研究,E-mail:songmingzhu2006@126.com.
收稿日期:2015-05-18.