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 |
相關次數: | 點閱:80 下載:0 |
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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.
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