کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155132 958449 2005 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On convergence properties of sums of dependent random variables under second moment and covariance restrictions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On convergence properties of sums of dependent random variables under second moment and covariance restrictions
چکیده انگلیسی

For a sequence of dependent square-integrable random variables and a sequence of positive constants {bn,n≥1}{bn,n≥1}, conditions are provided under which the series ∑i=1n(Xi−EXi)/bi converges almost surely as n→∞n→∞ and {Xn,n≥1}{Xn,n≥1} obeys the strong law of large numbers limn→∞∑i=1n(Xi−EXi)/bn=0 almost surely. The hypotheses stipulate that two series converge, where the convergence of the first series involves the growth rates of {VarXn,n≥1} and {bn,n≥1}{bn,n≥1} and the convergence of the second series involves the growth rate of {supn≥1|Cov(Xn,Xn+k)|,k≥1}.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 14, 1 October 2008, Pages 1999–2005
نویسندگان
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