论文标题

样本平均值的收敛速率$φ$ - 混合随机变量具有重尾分布

Convergence Rate of Sample Mean for $φ$-Mixing Random Variables with Heavy-Tailed Distributions

论文作者

Tang, F. Q., Han, D.

论文摘要

本文研究了带有有限均值和无限方差的$φ$混合随机变量的样品平均值的收敛速率。将样品平均值分为主要部分的平均值和尾部零件的平均值,我们不仅获得样品平均值的收敛速率,而且还证明了主零件平均零件的收敛速率比尾部平均零件的平均零件更快。

This article studies the convergence rate of the sample mean for $φ$-mixing dependent random variables with finite means and infinite variances. Dividing the sample mean into sum of the average of the main parts and the average of the tailed parts, we not only obtain the convergence rate of the sample mean but also prove that the convergence rate of the average of the main parts is faster than that of the average of the tailed parts.

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