随机加权END序列的完全收敛性及其应用
Complete convergence of randomly weighted END sequences and its application.
作者信息
Li Penghua, Li Xiaoqin, Wu Kehan
机构信息
Automotive Electronics Engineering Research Center, College of Automation, Chongqing University of Posts and Telecommunications, Chongqing, 400065 China.
School of Mathematical Sciences, Anhui University, Hefei, 230601 China.
出版信息
J Inequal Appl. 2017;2017(1):182. doi: 10.1186/s13660-017-1457-1. Epub 2017 Aug 7.
We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent structure are obtained. As an application, we study the convergence of the state observers of linear-time-invariant systems. Our results extend the corresponding earlier ones.
我们研究了随机加权广义负相依（END）随机变量部分和的完全收敛性。得到了关于这种相依结构的完全矩收敛、完全收敛以及大数定律的一些结果。作为应用，我们研究了线性时不变系统状态观测器的收敛性。我们的结果扩展了相应的早期结果。
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