成对NQD随机变量的完全矩收敛性

Pub Date : 2015-03-04 DOI:10.1080/17442508.2014.939975

Wenzhi Yang, Shuhe Hu

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引用次数: 17

摘要

已知两两负象限相关随机变量(NQD)的依赖结构弱于负相关随机变量和负正交相关随机变量。本文研究了基于成对NQD随机变量的移动平均过程。给出了该移动平均过程的完全矩收敛性和最优点的可积性。结果表明，对NQD序列具有完全收敛性和marcinkiewicz - zygmund型强大数定律。

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Complete moment convergence of pairwise NQD random variables

It is known that the dependence structure of pairwise negative quadrant dependent (NQD) random variables is weaker than those of negatively associated random variables and negatively orthant dependent random variables. In this article, we investigate the moving average process which is based on the pairwise NQD random variables. The complete moment convergence and the integrability of the supremum are presented for this moving average process. The results imply complete convergence and the Marcinkiewicz–Zygmund-type strong law of large numbers for pairwise NQD sequences.

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