On the Maximal Inequalities for the Arbitrary Identically Distributed Random Variables and Applications

CHEN Chuanyong

您当前的位置：

首页 >

文章列表页 >

On the Maximal Inequalities for the Arbitrary Identically Distributed Random Variables and Applications

更新时间：2023-12-11

- On the Maximal Inequalities for the Arbitrary Identically Distributed Random Variables and Applications
- Acta Scientiarum Naturalium Universitatis SunYatseni Vol. 54, Issue 2, Pages: 59-61(2015)
- 作者机构：
  
  仲恺农业工程学院计算科学学院,广东,广州,510225
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2015，
  
  Published Online：25 March 2015，
扫描看全文
CHEN Chuanyong. On the Maximal Inequalities for the Arbitrary Identically Distributed Random Variables and Applications. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 54(2):59-61(2015)
DOI：

CHEN Chuanyong. On the Maximal Inequalities for the Arbitrary Identically Distributed Random Variables and Applications. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 54(2):59-61(2015) DOI：

摘要

设{X

Xn

n≥1}是同分布的随机变量序列(不必独立)，记部分和Sn=∑

i=1

X

n≥1。获得了max

1≤k≤n

| / n

(1/p)

的尾概率的一个上界，其中0

1。作为一个应用，给出了正则和极大值函数sup

1≤k≤n

| / n

(1/p)

的r(r

0)阶矩存在的充分条件，推广了独立情形相应的结果。

Abstract

Let {X

Xn

n≥1} be a sequence of identically distributed random variables (without any independence assumption) and denote Sn=∑

i=1

X

n≥1. An upper bound for the distribution function of max

1≤k≤n

| / n

(1/p)



with 0

1

is given. As an application

a sufficient condition for the existence of the r-th (r

0) moments ofsup

1≤k≤n

| / n

(1/p)

 is obtained.

关键词

最大值不等式同分布随机变量序列尾概率

Keywords

maximal inequalitysequence of identically distributed random variablestail probability

references

Views

231

下载量

CSCD

Alert me when the article has been cited

提交

Tools

Publicity Resources

No data

Related Author

No data

Related Institution

No data

Postal code：510275
Tel：020-84112585，84113223 Email：xuebaozr@mail.sysu.edu.cn
Technical support is provided by Beijing Founder electronics co., LTD 京ICP备09064830号-19 京公网安备11010802024621
It is recommended to read the content of this site in Chrome&IE9+. Please switch to extreme mode in browser 360.
Cookies We use cookies to help provide and enhance our service and tailor content. By continuing, you agree to the use of cookies.

⁰