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Non-negative Na Random Variables And Limit Properties Of The Inverse Moments Of Non-negative Submartingale

Posted on:2010-02-02Degree:MasterType:Thesis
Country:ChinaCandidate:H P PengFull Text:PDF
GTID:2190360302459633Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
It is an interested problem when the inverse moments of nonnegative independent summation can be approximated by the inverse of moments of them. In the strong moments conditions, this problem is studied in the reference. Recently, WU, et. all. significantly improved these moment conditions, in this paper, the inverse moments are extended further to the summations of nonnegative NA random variables and nonnegative sub-martingale, and it is discussed when only the second moment exist.
Keywords/Search Tags:nonnegative NA random variables, nonnegative Submartingale, inverse moments, tail-truncation
PDF Full Text Request
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