当前位置: X-MOL 学术J. Inequal. Appl. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Complete moment convergence of moving average processes for m-WOD sequence
Journal of Inequalities and Applications ( IF 1.5 ) Pub Date : 2021-01-19 , DOI: 10.1186/s13660-021-02546-6
Lihong Guan , Yushan Xiao , Yanan Zhao

In this paper, the complete moment convergence for the partial sum of moving average processes $\{X_{n}=\sum_{i=-\infty }^{\infty }a_{i}Y_{i+n},n\geq 1\}$ is established under some mild conditions, where $\{Y_{i},-\infty < i<\infty \}$ is a sequence of m-widely orthant dependent (m-WOD, for short) random variables which is stochastically dominated by a random variable Y, and $\{a_{i},-\infty < i<\infty \}$ is an absolutely summable sequence of real numbers. These conclusions promote and improve the corresponding results from m-extended negatively dependent (m-END, for short) sequences to m-WOD sequences.

中文翻译:

m-WOD序列的移动平均过程的完整矩收敛

在本文中,移动平均过程的部分总和$ \ {X_ {n} = \ sum_ {i =-\ infty} ^ {\ infty} a_ {i} Y_ {i + n},n \ geq 1 \} $是在某些温和条件下建立的,其中$ \ {Y_ {i},-\ infty <i <\ infty \} $是m范围内依赖于矫正的序列(简称m-WOD)随机变量由随机变量Y随机控制,并且$ \ {a_ {i},-\ infty <i <\ infty \} $是绝对可积的实数序列。这些结论促进并改善了从m扩展的负相关序列(简称m-END)到m-WOD序列的相应结果。
更新日期:2021-01-20
down
wechat
bug