B值同分布鞅随机变元序列矩完全收敛性

Moment Complete Convergence for B-valued Martingale Random Variables

  • 摘要: 讨论了B值同分布鞅随机变量的矩完全收敛性,在一定矩条件下得到了同分布鞅随机变量的矩完全收敛性。将Chow关于实值独立同分布随机变量的矩完全收敛的结果推广到B值鞅,改变了同分布鞅随机变量的矩完全收敛性的状况,得到了至多平方矩存在的条件与独立同分布一样的结果。

     

    Abstract: In this paper, the moment complete convergence for martingale random variables is discussed. Under certain moment condition, the moment complete convergence for B-valued martinagale random variables is obtained, and the result of Chow about the moment complete convergence for B-valued martingale random variables is generalized. The moment complete convergence for Martingale random variables is studied. Satisfactory results are obtained.

     

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