相依样本下挪动平均过程的矩完全收敛.pdf

摘 要 完全收敛性是概率论极限理论中一个重要的概念，自许宝禄和 Robbins 引入完全收敛性 概念以来，已有许多文章讨论了独立和相依的随机变量序列完全收敛性。这个专题在当今国 际上数理统计界的研究十分活跃，在理论上有一定的应用前景。本文在混合样本下(尤其是 α- 混合的、ρ-混合、-混合)进一步讨论移动平均过程的矩完全收敛性。 本文分四章，第一章介绍了完全收敛的定义及混合序列的定义，以及几个引理及定理 的证明。第二章介绍了 混合序列的定义，移动平均过程，以及几个引理及定理的证明。第 三章介绍了混合序列的定义，hold 不等式以及几个引理及定理的证明。第四章介绍了 NA 样本下移动平均过程的完全收敛性的概念、几个引理以及定理的证明。 关键词：相依样本，移动平均过程，矩完全收敛 I Abstract Complete convergence in probability theory limit theory is an important concept of traditional, since Paul and Robbins introduced treasure complete convergence concepts.Much papers have discussed the independent and dependent random variables series complete convergence. This project in todays international statistics in the world of research is very active. It has certain application prospect in theory . This paper (especially in mixing ,mixing ,mixing ) further discusses complete convergence of the process of moving average in the mixed samples. This paper has four parts, the first chapter ,we introduce the definition of complete convergence and mixing sequence of definition, and several lemmas and proof of the theorem. The second chapter presents the definition of  mixing sequence, moving average processes, as well as several lemmas and proof of the theorem. The third chapter presents the definition of  mixing sequence, hold inequality and several lemmas and proof of the theorem.The fourth chapter ,we introduce the definition of complete convergence and NA mixing sequence of definition, and several lemmas and proof of the theorem. key words: dependence assumption, moving-average process, complete moment convergence