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一类随机变量的概率不等式及几乎处处收敛性

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Keywords: 概率不等式,几乎处处收敛性,随机变量

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Abstract:

从一个常用的概率不等式出发,在一定的矩限制条件下,得到一个随机变量序列的Hajek?Renyi型不等式,并应用此不等式证明随机变量序列部分和的几乎处处收敛性,同时给出随机变量序列部分和的推广性质和收敛速度,可以证明论文的结论优于文[1]的主要结论.最后应用到随机变量序列收敛性的证明,从而推广了随机变量序列的一些收敛性质.?

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