Moments of the maximum of normed partial sums of ρ --mixing random variables

被引：17
作者：
Liu Xiang-dong [1 ]
Liu Jin-xia [1 ]
机构：
[1] Jinan Univ, Dept Statist, Guangzhou 510630, Guangdong, Peoples R China
来源：
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B | 2009年 / 24卷 / 03期
基金：
中国国家自然科学基金;
关键词：
moment of supremum of normed partial sum; rho(-)-mixing random variable; RENYI INEQUALITY; CONVERGENCE; SUPREMUM;
D O I：
10.1007/s11766-009-1971-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Let {X (n) , n a parts per thousand yen 1} be a sequence of identically distributed rho (-)-mixing random variables and set S (n) = I pound (i=1) (n) X (i) , n a parts per thousand yen 1, the sufficient and necessary conditions for the existence of moments of sup (na parts per thousand yen1) |S (n) /n (1/r) | (p) (0 < r < 2, p > 0) are given, which are the same as that in the independent case.
引用
收藏
页码：355 / 360
页数：6
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