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關於φ-mixing隨機變數完全動量收歛之研究
Thesis

關於φ-mixing隨機變數完全動量收歛之研究

黃照棡
Masters, 國立清華大學, 數學系
2006

Abstract

完全動量收斂 φ-mixing隨機變數 complete moment convergence φ-mixing random variables
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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