| 鞅差序列加权和的几乎处处收敛性 |
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| 引用本文： | 许寿方,李玉萍.鞅差序列加权和的几乎处处收敛性[J].河南师范大学学报(自然科学版),2013,41(4):30-32. |
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| 作者姓名： | 许寿方 李玉萍 |
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| 作者单位： | 1. 新乡学院数学与信息科学系,河南新乡,453003
2. 郑州师范学院数学与统计学院,郑州,450044 |
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| 基金项目： | 国家自然科学基金，新乡学院科技创新基金，河南省科技厅软科学基金 |
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| 摘 要： | 基于截尾技术和一些基本不等式,研究形如n∑i=1aniXi的加权和的极限性质,得到了{Xn,n≥1}为鞅差序列时的几乎处处收敛性质,推广了{Xn,n≥1}为独立同分布的随机变量序列时的相关结果.
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| 关 键 词： | 鞅差序列 加权和 几乎处处收敛 |
Almost Sure Convergence of Weighted Sums of Martingale Difference Sequence |
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| XU Shoufang
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LI Yuping.Almost Sure Convergence of Weighted Sums of Martingale Difference Sequence[J].Journal of Henan Normal University(Natural Science),2013,41(4):30-32. |
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| Authors: | XU Shoufang LI Yuping |
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| Institution: | 1.Department of Mathematics and Information Science,Xinxiang University,Xinxiang 453003,China;(2.School of Mathematics and Statistics,Zhengzhou Normal University,Zhengzhou 450044,China) |
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| Abstract: | In this paper,we discuss the weighted sums of the form n∑ i=1aniXi.Based on the truncation technique and some elementary inequalities the almost sure convergence of the weighted sums for martingale difference sequences is obtained.It is an extension of the result on the case of independent identically distributed random variables. |
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| Keywords: | martingale difference sequence weighted sums almost sure convergence |
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