任意随机变量序列的强大数定律和完整收敛性.pdfVIP

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任意随机变量序列的强大数定律和完整收敛性.pdf

任意随机变量序列的强大数定律和完整收敛性

 ℄  ℄ ℄ φ(y),φ(y) Æ (1) d ≥ 0, φ : [d, +∞) −→ [0, +∞), φ φ(y + 1) (2) c k , ≤ c, y ≥ k 0 0 φ(y) 2 +∞ 1 (3) a, b, φ (s) 2 dx ≤ as + b, s d. s φ (x) φ(y) ℄℄ ℄ Marcinkiewicz Kolmogrov ℄Æ℄ ℄℄ ℄℄ ℄℄ ℄ ℄℄ NA PA ℄ ℄ ℄ ℄ ℄ ℄℄℄ ℄ ℄ ℄ ℄ ℄ ℄℄ ℄ ℄℄  NA PA i STRONG LAW OF LARGE NUMBERS AND COMPLETE CONVERGENCE FOR ARBITRARY STOCHASTIC SEQUENCES ABSTRACT The first part of this paper,we study the strong law of large numbers for the se- quences of arbitrary random variables . Before we study ,we introduce a function φ(y).Let φ(y) be a function which satisfies the follow conditions : (1) For some d ≥ 0, φ is strictly increasing on [d, ∞) with range [0, ∞) φ(y + 1) (2)There exist c and a positive integer k , such that ≤ c,y ≥ k 0 0 φ(y) 2 +∞ 1 (3)There exist constant a and b such that φ (s) 2 dx ≤ as + b, s d. s φ (x) The character of this function is that it can not only connect with several regular summability methods which we are familiar with ,but also relate to non- regular summability methods which has

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