The strong law of large numbers for negatively dependent generalized Gaussian random variables

被引：19

作者：

Amini, M

Azarnoosh, HA

Bozorgnia, A

机构：

[1] Sistan & Baluchestan Univ, Fac Sci, Dept Math, Zahedan, Iran

[2] Ferdowsi Univ, Fac Math Sci, Dept Stat, Mashhad, Iran

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2004年 / 22卷 / 04期

关键词：

strong law of large numbers; negatively dependent; generalized Gaussian; weighted sums; martingale;

D O I：

10.1081/SAP-120037623

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study the strong law of large numbers for the weighted sums T-n = Sigma(k=1)(infinity) a(nk)X(k) where {X-n, n greater than or equal to 1} is a sequence of negative dependent generalized Gaussian random variables under the condition that E[X-n, \\Fn-1] = 0, F-n = sigma(X-1,...,X-n) and a(nk) is an array of nonnegative real numbers such that for each n greater than or equal to 1, A(n) = Sigma(k=1)(infinity) a(nk)(2) < ∞.

引用

页码：893 / 901

页数：9