相依异质过程的大数定律

Laws of Large Numbers for Dependent Heterogeneous Processes

Econometric Theory · 1995
被引 72
人大 A-ABS 4

中文导读

给出了弱相依异质随机变量的弱和强大数定律,将弱大数定律推广到有趋势的随机变量,并放宽了混合序列强大数定律中混合数的衰减率要求。

Abstract

This paper provides weak and strong laws of large numbers for weakly dependent heterogeneous random variables. The weak laws of large numbers presented extend known results to the case of trended random variables. The main feature of our strong law of large numbers for mixingale sequences is the less strict decay rate that is imposed on the mixingale numbers as compared to previous results.

弱大数定律强大数定律混合序列相依异质过程