QA529 : Limit theoremes for linear processes with random coefficients
Thesis > Central Library of Shahrood University > Mathematical Sciences > PhD > 2019
Authors:
Seyed Mohammad Hosseini [Author], Ahmad Nezakati Rezazadeh[Supervisor]
Abstarct: Researchers have investigated the effects of limit theoremes on linear processes‎. ‎Many of these results have been demonstrated for linear processes with constant coefficients‎. ‎Linear processes with random coefficients are a more extended form of linear processes with constant coefficients‎. ‎In most circumstances in practice and nature‎, ‎since there are conditions that the independent random variables can not be considered‎, ‎we investigate the limit theorems for linear processes with random coefficients that contain extended negatively dependent random variables‎. ‎The purpose of this dissertation is the study of the strong law of large numbers‎, ‎convergence rate of the strong laws and the Marcinkiewicz-Zygmund‎, ‎and complete moment convergence for linear processes with random coefficients that contain extended negatively dependent random variables‎. ‎The results of this dissertation causes the expansion of the results that have been obtained by now‎.
Keywords:
#Strong laws of large numbers‎ #‎Convergence rate‎ #‎Marcinkiewicz–Zygmund‎ ‎law of large numbers‎ #‎Complete moment convergence‎ #‎Extended negatively dependent random variables‎ #‎Linear processes‎ #‎Random coefficients Link
Keeping place: Central Library of Shahrood University
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