B值同分布鞅随机列矩完全收敛性的注记

详细信息

A Note on Moment Convergences for Martingale Random Variables on Banach Spaces

摘要: 讨论了B值同分布鞅随机变量的矩完全收敛性,在一定矩条件下,利用切尾法和下鞅的极大值不等式等分析技巧,得到了同分布鞅随机变量的矩完全收敛性,将Chow实值独立同分布随机变量的矩完全收敛的结果在B值鞅的情况下进一步推广,在补充了B值鞅随机变量收敛的条件下,得到了平方矩存在的条件与同分布一样的结果。
- B值鞅 /
- 随机变量和 /
- 矩完全收敛性 /
- 独立随机变量
Abstract: In this paper, the moment complete convergence for martingale random variables is discussed. Under certain moment condition, based on inequality of sup martingale and other relevant analytical methods, the moment complete convergence for B-valued martingale random variables is obtained, Satisfactory results are obtained.
- martingale in banach /
- sums of random variables /
- moment complete convergence /
- i.i.d random variables