混合相依序列的收剑性

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1、桂林理工大学硕士学位论文AbstractProbabilitylimittheo秽isoneofthemainbranchesofprobabilitytheory,whichisimportbaseoftheotherbranchmajorsofprobabilitytheoryandmathematicalstatistics．Commentingonthep∞babiI时limittheory,theformerSovietUnbnknownscholarsinprobabilityfieldKolmogorovandG

2、nedenkosaid：Thevalueoftheepistemobgyofprobabilitytheorycanonlyberevealedthroughlimittheorems,thetruemeaningofthebasicconceptsofthelimittheoremofprobabilitytheorycannotbeunderstoodwithoutlimittheorems．Thebasiccontentofthelimittheoryistheknowledgeandtools，whicheveryst

3、atisticsworkersshouldmaster．Mid·50sinthe20thcentury,followingthattheclassicallimittheoryofindependentrandomvariableshadobtainedrelativelybetterdevelopment,manyscientistsinprobabilityandstatisticsfieldhavepmpo辩danddiscussedtheconvergencepropertiesofdependentsequences

4、andthemixingsequences．theproblemsondependentvariablesoflimittheoryhavebeenproposed,ontheOnehand，theya他fromtheneedsofthestatisticalissnes,forexample，thesamplesarenotindependem，somefunctionsofindependentsamplesarenotindependent：ontheotherhand．theyarefromtheotherbranch

5、esoftheoreticalresearchandtherequirementsindependency，IfintheMarkovchain、thetheoryofrandomfieldandthetimeseriesanalysis．Thisshowsthatitisaveryprofoundtheoreticalandpracticalsignificancetoresearchnon-independentrandomvariables，Chuan-rongLunandZheng-yanLindiscussed’"l

6、'heoryofDependentVariableslimit”(1997)onthelimitsofthecbssicaltheoryofdependentrandomvariables．ThisthesisattemptstospreadSOmeimportantresearchresultsbasedonthepreviomstudiesresults，andstudicdSOmeoftheconvergencepropertiesofLNQDsequencesbythemethodofambgy．N八NQD’LNQDr

7、andomvariablesareimportanteaseindependentrandomvariables，thoseconceptwereproposedbyJoag-DevanandProschan,whichwereappliedwidelyinreliabilitytheory、PermeabilitytheoryandmultivariateStatisticalAnalysis．ForNArandomsequences，anumberofwritershaveobtainedassameastheconver

8、gencepropertyinmanyindependentconditions，thepropertiesoflimitbehaviorofLNQ}D'NDsequencesseldomappearinliterature．MatulaobtainedStronglawof