第四矩定理的推广

IF 0.4 4区 数学 Q4 STATISTICS & PROBABILITY Probability and Mathematical Statistics-Poland Pub Date : 2022-01-01 DOI:10.37190/0208-4147.00060
Nobuaki Naganuma
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引用次数: 0

摘要

. Azmoodeh等人建立了固定阶Wiener混沌中随机变量二阶偶矩及其他偶矩收敛的判据,保证了随机变量的中心收敛。这是研究第四矩定理的重要一步。在本文中,我们在他们的思想的基础上提供了第四矩定理的进一步推广。更准确地说,提供了进一步的中心收敛准则:(i)第四偶矩和任何其他偶矩的收敛性,(ii)第六偶矩和其他一些偶矩的收敛性。
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Generalizations of the fourth moment theorem
. Azmoodeh et al. established a criterion regarding convergence of the second and other even moments of random variables in a Wiener chaos with fixed order guaranteeing the central convergence of the random variables. This was a major step in studies of the fourth moment theorem. In this paper, we provide further generalizations of the fourth moment theorem by building on their ideas. More precisely, further criteria implying central convergence are provided: (i) the convergence of the fourth and any other even moment, (ii) the convergence of the sixth and some other even moments.
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来源期刊
CiteScore
0.70
自引率
0.00%
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0
审稿时长
>12 weeks
期刊介绍: PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.
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