CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES

被引：0

作者：

Yuan, De-Mei ^{[1
]}

机构：

[1] Chongqing Technol & Business Univ, Sch Math & Stat, Chongqing 400067, Peoples R China

来源：

JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY | 2016年 / 53卷 / 06期

基金：

中国国家自然科学基金;

关键词：

conditional independence; conditionally identical distributiveness; conditional median; conditional symmetrization inequality; conditional Kahane-Hoffmann-Jorgensen inequality; LIMIT-THEOREMS; DEMIMARTINGALES;

D O I：

10.4134/JKMS.j150490

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, infinity) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

引用

页码：1275 / 1292

页数：18

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