B值同分布鞅随机变元序列矩收敛的注记

A Note on Moment Convergences for B-valued Martingale Random Variables

  • 摘要: 讨论了一类B值同分布鞅随机变量的矩完全收敛性,在二阶光滑空间中当一定矩存在条件下,利用切尾法、下鞅的极大值不等式、高阶法等分析技巧,给出了此类B值同分布鞅随机变量的矩完全收敛性的充分条件,揭示了B值同分布鞅随机变量的矩完全收敛性与矩存在性之间的关系,得到了满意的结果。

     

    Abstract: In this paper, a kind of the problems with respect to the moment complete convergence of martingale random variables is discussed. Under certain moment condition, based on high order moment and inequality of supmartingale and other relevant analytical methods, the sufficient condition of the moment complete convergence for martingale random variables is obtained. Therefor, the relation between moment and complete convergence for martingale random variables is revealed with a satisfying result.

     

/

返回文章
返回