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1、~·ÜSeZÂñ5ŸïÄïÄ):o^“:o[²Çc?:2010?Ɖ;’:A^êÆïÄ••:VÇ؆ênÚOÁ‡~-·ÜVg31990cdBradleyJÑ.l½Âþw,~-·Ü†Ï~-·Ük˜½aq,¿ØƒÓ,§‚pØ•¹.¯¢þ~-·Ü‡'-·Ü‡¦fõ,Ïd˜©z¥r~-·Ü¡•f·Ü.~-·ÜS3g,‰Æ,¬‰Æ,ó§Eâ,¯‰Æ9))¹Ãõ+•¥ÑåXØŒO“Š^.'X~-·ÜSÂñ5ŸŒ±A^ué•?1¢y©Û.Ïd,é~-·ÜS4•nر9ÚO•¡nØïÄ
2、ÉÆö‚2•'5.äNïÄSNXe:1˜Ü©,0‘KuÐL§†ƒ'Ä:•£.1Ü©,ïÄ~-·ÜS)£Ä²þL§ÝÂñ5,¤(JroÚÜ(2004)3Kƒe(JÐ~-·ÜS.Óž,„~-·ÜS)£Ä²þL§ÝÂñ°(ìC5.1nÜ©,3U?CesaroŒÈb^‡e,ïÄ~-·ÜS•ŒÜ©Ú˜Âñ5Ÿ.y²~-·ÜS•ŒÜ©ÚLp-Âñ5,±93U?rCesaroŒÈb^‡e,y²~-·ÜS•ŒÜ©ÚÂñ5.'…c:~-·ÜS;ÝÂñ5;Ce
3、saroŒÈ;£Ä²þL§;Lp-Âñ.I2Ü“‰Æa¬ÆØ©2013SomeConvergencePropertiesof~-MixingRandomSequencesABSTRACTTheconceptof~-mixingsequenceswasrstintroducedbyBradleyin1990.Bythedenitionof~-mixing,itiseasytoknow~-mixingsequenceissimilarto-mixingsequence,buttheyarequitedierentfrom
4、eachother.Infact,~-mix-ingsequencesismuchweakerthan-mixingsequences.So~-mixingsequencesiscalledtobeweaklymixingbysomeliterature.~-mixingsequenceshavefoundwideapplicabilityinnaturalsciences,socialsciences,engineeringtechnology,mil-itaryscienceandproductionlife.Aswe
5、knowtheconvergencepropertiesof~-mixingsequencecanbeappliedtoanempiricalanalysisofstockpriceindex.Therefore,thelimittheoryandstatisticaltheoryof~-mixingsequencehavere-ceivedwideattentionfrommanyscholars.Themaincontentsofthisthesisarelistedasfollows.Insection1,thistop
6、icdevelopmentbackgroundandbasicknowledgeareintroduced.InSection2,thelimitingbehaviorofmovingaverageprocessunder~-mixingassumptionswasdiscussed.Forexample,thecompletemomentconvergenceofmovingaverageprocessunder~-mixingassumptionswasobtained,whichextendtheresultofLian
7、dZhang(2004)undernegativelyassociatedrandomvariablesto~-mixingrandomvariables.Thepreciseasymptoticsincompletemomentconvergenceofmovingaverageprocessunder~-mixingassumptionswasalsoinvestigated.InSection3,thelimitingbehaviorofthemaximumofpartialsumsunder~-mixingandre
8、sidualCesarointegrabilityassumptionwasestablished.Forexample,under~-mixingandresidualCesarointegrabilityorstronglyresidua