论文标题
限制移动平均过程的行为，由子线性期望下的负依赖性随机变量基因造成
Limiting behaviour of moving average processes genenrated by negatively dependent random variables under sub-linear expectations
论文作者
论文摘要
令$ \ {y_i， - \ infty <i <\ infty \} $成为一个相同的无限分布的无限序列，在子线性期望下，$ \ {a_i， - \ infty <i <i <\ iffty \} $是绝对可实现的总结序列。在本文中，我们研究了全部收敛和Marcinkiewicz-Zygmund跨越大量的法定，以零售的平均流程的部分总和$ \ {x_n = \ sum_ {i = - \ fty}^{\ infty}^{\ infty} {\ infty} a_ {i} $ \ {y_i， - \ infty <i <\ infty \} $在子线性期望下相同分布，负依赖的随机变量，补充了[Chen等人，2009年。限制了$φ$ $ mixing假设的限制移动平均流程的限制行为。统计学家。概率。 Lett。 79，105-111]。
Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In this article, we study complete convergence and Marcinkiewicz-Zygmund strog law of large numbers for the partial sums of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_{i}Y_{i+n},n\ge 1\}$ based on the sequence $\{Y_i,-\infty<i<\infty\}$ of identically distributed, negatively dependent random variables under sub-linear expectations, complementing the result of [Chen, et al., 2009. Limiting behaviour of moving average processes under $φ$-mixing assumption. Statist. Probab. Lett. 79, 105-111].
