两两NQD随机序列线性过程的几乎处处收敛性.pdf

维普资讯 第37卷第1期 数 学 进 展 Vo1．37．NO．1 2oos~2月 ADVANCES IN MATHEMATICS Feb．，2008 AlmostSureConVergence folrLinearProcessGenerated by Pairwise CAIGuanghui (CollegeofStatisticsandMathematics，Zh~iangGongshangUniversityJHangzhou，Zh~iang，310035, P．R．China) Abstract：Inthispaper，weobtainstrong law oflargenumbersforlinearprocessgen— eratedbypairwiseNQDrandomsequences． Keywords：linearprocess；NQD；stronglawoflargenumbers MR(2002)SubjectClassification：60F05；60F15／CLCnumber： 0211．4 Documentcode：A ArticleID：1000--0917(2008)01--0041--06 0Introduction Definition1 Tworandomvariables andYarenegativequadrantdependent(NQD) ifforallX，Y ∈R，wehave P( X，YY)≤P(Xx)P(y )． Arandomvariablessequence{ ，k∈Ⅳ)issaidtobepairwiseNQD，ifforalli≠J，五 and xjareNQD． ThisconceptwasgivenbyLehmannin1966．WeknownthatNQDismoregeneralthan NAorLNQD．SoNQDisverygenera1．Wu(2002)gaveKolmogorovstronglawoflargenumbers andcompleteconvergenceforpairwiseNQDrandomsequences． Inthispaper，weassumethat{，0 i∞)bepairwiseNQDrandomsequences．LetXt bealinearprocessgeneratedby ，thatis ∑0t (1) t=0 where ntI∞ Forthelinearprocess，HoandHsing(1997)，PhillipsandSolo(1992)andWangeta1(2002)got centrallimittheoremsforlinearprocessunderindependentassumptions．KimandBaek(2001) Receiveddate：2004-12．07．Reviseddate：2007—04一O5． Foundationitem：ThisworkissupportedbyFoundationofDepartmentofEducationofZhejiangProvince E—mail：cghzju@sohu．corn 维普