arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1901.06147math.PR
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关于随机变量行和的矩级数的收敛性

On the convergence of series of moments for row sums of random variables

João Lita da Silva

摘要:

给定一个三角形随机变量阵列$\left\{X_{n,k}, \, 1 \leqslant k \leqslant n, n \geqslant 1 \right\}$,满足$\mathbb{E} \lvert X_{n,k} \rvert^{p} < \infty$,其中$p \geqslant 1$和序列$\{b_{n} \}$,$\{c_{n} \}$为正实数,我们将证明$\sum_{n=1}^\infty c_n \mathbb{E} \left[ |\sum_{k=1}^n (X_{n,k} - \mathbb{E} \, X_{n,k})| / b_n - \varepsilon \right]_+^p < \infty$,其中$x_+ = \max(x,0)$ .我们的结果是宣布在一个一般的设置,使我们能够获得收敛的系列问题下的各种类型的依赖。

英文摘要:

Given a triangular array $\left\{X_{n,k}, \, 1 \leqslant k \leqslant n, n \geqslant 1 \right\}$ of random variables satisfying $\mathbb{E} \lvert X_{n,k} \rvert^{p} < \infty$ for some $p \geqslant 1$ and sequences $\{b_{n} \}$, $\{c_{n} \}$ of positive real numbers, we shall prove that $\sum_{n=1}^\infty c_n \mathbb{E} \left[ |\sum_{k=1}^n (X_{n,k} - \mathbb{E} \, X_{n,k})| / b_n - \varepsilon \right]_+^p < \infty$, where $x_+ = \max(x,0)$. Our results are announced in a general setting, allowing us to obtain the convergence of the series in question under various types of dependence.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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