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Exponential Inequalities Of Dependent Random Variable Sequences And Their Applications

Posted on:2022-08-30Degree:MasterType:Thesis
Country:ChinaCandidate:J F XieFull Text:PDF
GTID:2480306500955479Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Dependent random variable sequences are widely used in statistical research,fi-nancial analysis,stochastic process theory and so on.In this paper,based on the probability inequalities of several kinds of dependent random variable sequences,we explore the complete convergence and large deviation of these random variable sequences,and give the strong law of large numbers for a special kind of random variable sequences.The main contents are as follows:(1)Based on the probability inequalities of NSD sequence and END sequence,their complete convergence is given,and the large deviation of LNQD sequence is given under the(?)E|Xi|p=O(np)condition.(2)We give the exponential inequalities of WOD sequence.(3)We give the Marcinkiew-Zygmund type strong law of large numbers for ?-mixing sequence.
Keywords/Search Tags:dependent random variable sequence, mix sequence, exponential inequalities, complete convergence, large deviation, strong law of large numbers
PDF Full Text Request
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