We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale differen...We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale difference sequence and {an, n ≥ 1} and {bn,n ≥ 1} are two sequences of positive constants. Some new strong laws of large numbers for such weighted sums are proved under mild conditions.展开更多
In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper,...In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper, we make a further study of the model. Its strong law of largenumbers and parameter estimstion are obtained. At the end of the paper, we give a few openproblems to be researched further.展开更多
In this paper, the complete convergence and weak law of large numbers are established for ρ-mixing sequences of random variables. Our results extend and improve the Baum and Katz complete convergence theorem and the ...In this paper, the complete convergence and weak law of large numbers are established for ρ-mixing sequences of random variables. Our results extend and improve the Baum and Katz complete convergence theorem and the classical weak law of large numbers, etc. from independent sequences of random variables to ρ-mixing sequences of random variables without necessarily adding any extra conditions.展开更多
基金Supported by the National Natural Science Foundationof China (10671149)
文摘We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale difference sequence and {an, n ≥ 1} and {bn,n ≥ 1} are two sequences of positive constants. Some new strong laws of large numbers for such weighted sums are proved under mild conditions.
文摘In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper, we make a further study of the model. Its strong law of largenumbers and parameter estimstion are obtained. At the end of the paper, we give a few openproblems to be researched further.
文摘In this paper, the complete convergence and weak law of large numbers are established for ρ-mixing sequences of random variables. Our results extend and improve the Baum and Katz complete convergence theorem and the classical weak law of large numbers, etc. from independent sequences of random variables to ρ-mixing sequences of random variables without necessarily adding any extra conditions.