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研究生: 黃照棡
Chao-Kang Huang
論文名稱: 關於φ-mixing隨機變數完全動量收歛之研究
A study on complete moment convergence for φ-mixing random variables
指導教授: 胡殿中
Tien-Chung Hu
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系
Department of Mathematics
論文出版年: 2007
畢業學年度: 95
語文別: 中文
論文頁數: 18
中文關鍵詞: 完全動量收斂φ-mixing隨機變數
外文關鍵詞: complete moment convergence, φ-mixing random variables
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  • 在這篇論文裡,我們首先複習一些前人在φ-mixing或NA和獨立的假設下關於移動平均完全收斂和完全動量收斂的結果。然後我們證明了在 是φ-mixing隨機變數一致分佈數列下移動平均過程最大部分和的完全動量收斂性。


    In this thesis, we first review some previous results about
    complete convergence and complete moment convergence of moving average processes under dependence ($\varphi-mixing$ or negatively associated) and independence assumption. And then we show that the complete moment convergence of the maximal partial sums of moving average processes $\{\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\geq 1\}$ under the assumption that $\{Y_{i},-\infty<i<\infty\}$ is a sequence
    of identically distributed $\varphi-mixing$ random variables.

    1 Introduction 2 Complete convergence 2.1 Under independence assumption 2.2 Under NA assumption 2.3 Under φ-mixing assumption 3 Complete moment convergence under NA assumption 4 Complete moment convergence under φ-mixing assumption Reference

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    [3] Chen, P., Hu, T.C. and Volodin, A. (2006), A note on the rate of complete convergence for maximimus of partial sums for moving average processes in Randemacher type Banach spaces, Lobachevskii Journal of Mathematics, 21, 45-55.
    [4] Chen, P., Hu, T.C. and Volodin, A. (2007), Limiting behavior of moving average process under φ-mixing assumption, preprint.
    [5] Chen, P., Hu, T.C. and Volodin, A. (2007), Complete convergence and complete moment convergence of moving average process of negatively associated random variables, preprint.
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    [11] Li, D., Rao, M.B. and Wang, X. (1992), Complete convergence of moving average processes, Statistic \& Probability Letters., 14, 111-114.
    [12] Li, Y.X. and Zhang, L.X. (2004), Complete moment convergence of moving average processes under dependence assumption, Statist. Probab. Lett., 70, 191-197.
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