共33页 河南理工大学本科毕业论文外文文献资料翻译 第 5 页
2??P?S?2;n1,n2???ni?i?x?i?1???1. (3.2)
liminf
n1,n2??x???2?n1F?x?1?n2F2?x?注意,对任意0???1,任意x?0,
PS?2;n1,n2??n1?1?n2?2?x
???PSn1?n1?1??1???x,Sn2?n2?2???x
??? ?P?S先估计I1,注意到,
?PSn2?n2?2??1???x,Sn1?n1?1???x
n1??n1?1??1???x,Sn2?n2?2??1???x
? :?I1?I2?I3. (3.3)
I1?PSn1?n1?2??1???x,Sn2?n2?2???x
?PSn1?n1?1??1???x?PSn2?n2?2???x. (3.4) 由Tang(2006)定理2.1得,对任意0???1,当n1??时, supx??n1??????PSn1?n1?1??1???xn1F1?1???x???1??. (3.5)
又xF2??x???F2?x?,则更有F2??x???F2?x?成立,由引理2.2,对x??n2一致的有,
????PSn2?n2?2???x???n2F2?x??.综合以上各式,对充分大的n1,n2,
I1??1???n1F1?1???x??n2F2?x? (3.6) 对x???2?一致成立.同理亦有对充分大的n1,n2,I2?n2F2????????1???x????nF?x??.
11对x???2?一致成立.最后我们估计I3,由于X11,?,X1n1,X21,?,X2n2为NA,则由Wang and Wang(2007)得,
limlimsup??0ni??x??ni??Fi??1???x?Fi?x? ?1?0,i?1,2 (3.7)
注意到X11,?,X1n1,X21,?,X2n2是NA,Sn1,Sn2也是NA.因此,由Tang(2006)的引理2.1和(3.11)得,
??I3?PSn1?n1?1??1???xPSn2?n2?2??1???x
??1???n1F1?1???xn2F2????2????1???x?
指导教师:李文玲 学生:闻晶晶
共33页 河南理工大学本科毕业论文外文文献资料翻译 第 6 页 ??1???n1F1?x?n2F2?x? (3.8) 联合(3.3)-(3.8)得,当n1,n2??时,对x???2?一致地有, PS?2;n1,n2??n1?1?n2?2?x
2????1????n1F1?x??n2F2?x?????n1F1?x??n2F2?x??
2此外,令??0,我们得到(3.2).
下面,我们再证
limsupsupP?S?2;n1,n2??n1?1?n2?2?x?n1F1?x??n2F2?x?n1,n2??x???2??1. (3.9)
任意给定???0,12?以及x?0,由NA性质、引理2.1和Tang(2006)的定理2.1,有, PS?2;n1,n2??n1?1?n2?2?x
???PSn1?n1?1??1???x?PSn2?n2?2??1???x
?PSn1?n1?1??????x?P?S?n?n22?2??x
? ?n1F1?x??n2F2?x????n1F1?x??n2F2?x? (3.10) 从而(3.9)成立.这样(3.1)对k?2时成立.
假定(3.1)对k?1时成立,下面往证结果对k时也成立.我们采用类似(3.3)的分解法,可得到
k??P?S?k;n1,...,nk???n??x?
i?1??k?1?k?i? ?P??Sni??ni?i??1???x,Snk?nk?k???x?
i?1?i?1?k?ik?1?? ?P?Snk?nk?k??1???x,?Sni??ni?i???x?
i?1i?1??????k?1?k?i??P??Sni??ni?i??1???x,Sni?ni?i??1???x? i?1?i?1?
由NA性质,注1和归纳假设得,
k??P?S?k;n1,?,nk???ni?i?x?i?1???1.
liminfinf(3.12) kn1,...,nk??x???k??niFi?x?i?1另一方面,利用归纳假设表明,
指导教师:李文玲 学生:闻晶晶
共33页 河南理工大学本科毕业论文外文文献资料翻译 第 7 页
k??P?S?k;n1,?,nk???ni?i?x?i?1???1 (3.13)
limsupsup kn1,...,nk??x???k??niFi?x?i?1结合(3.12)(3.13),定理证明成立.
定理3.2 设?Xij,j?1?i?1为一负相伴随机阵列,对i?1,?,k,具有相同的分布Fi?x??C,
k期望为?i?0,且满足xFi??x??Fi?x?,x??,如果对任意的i?1,?,k,存在某r?1使得
EXij??.再令?Ni?t??为一列相互独立的非负正整数值计数过程ENi?t????t??? ,
i?1rk?i?1,2,?,n?,且?Xij,j?1?i?1与?Ni?t??i?1相互独立.如果?Ni?t??i?1满足:对任意??0,均存在
kkk?p?JF,当t??时,使得
p ENi?t?I?N?t???1+????t?????i?t?. (3.14)
ii??则对任意固定的??max?i,i?1,2,?,k,当t??时,有
k??k P?S?k;t????i?i?t??x????i?t?Fi?t? (3.15)
i?1??i?1?????k?一致成立. 对x?max??i?t?,i?1,?,k:注3 如果假定所有的Fi?x??i?1,?,k?为同一分布,则由(3.15)可推出Chen和Zhang定理1.2.特别地,如果我们假定Xij,j?1,i?1,?,k是非负随机变量序列,可以很轻易的看出满足定理3.2的条件.所以,(3.15)验证了Liu(2007)定理2.2.如果假定Xij,j?1,i?1,?,k是一列相互独立的序列,可由(3.15)证出Wang和Wang(2007)的定理4.1.
证明 我们仍然采用数学归纳法证明本定理的结论,其证明思路与定理3.1完全相同,为简洁起见,这里我们只证明k?2情形.为此,我们首先证 liminfinft????????P?S?2;t???1?t??1??2?t??2?x?x???2??1?t?F1?x???2?t?F2?x??1. (3.16)
同理,对任意0???1以及x?0,
PS?2;t???1?t??1??2?t??2?x ?PSN???1?t???1?t??1??1???x,SN2?t???2?t??2???x
2?t?? ?PSN???2?t??2??1???x,SN1?t???1?t??1???x
?指导教师:李文玲 学生:闻晶晶
共33页 河南理工大学本科毕业论文外文文献资料翻译 第 8 页
?PSN1?t???1?t??1??1???x,SN2?t???2?t??2??1???x
?J1?J2?J3 (3.17) :
先估计J1,由于
J1?PSN???1?t? ??1?t??1??1???x?PSN2?t???2?t??2???x. (3.18)
???由Chen和Zhang(2007)的定理1.2易知
limsupPSN1?t???1?t??1??1???x?t??x????t?1?1?t?F1?1???x??1?0. (3.19)
现在对任意???0,??,令??0, PSN??2?t???2?t??2???x
???PSn?n?2???x??n??2?t???2P?N2?t??n?
n?1?? ???x??n???????2?2t???x??x??n???????2
2t???x :?K1?K2 (3.20) 首先,运用引理2.2,我们得到
K???x??n????2?t??P?Sn??2?t??2???x?P?N2?t??n?
2???x?
??x??n????2?t??2???x??nF2?x??P?N2?t??n?
222 ??F2?x?? ??t??n??????t?F?? x (3.21)?N??nPn?1??现在我们估计K2,为简单起见,我们声明在下文中??????2属于C.事实上,对任意p?JF2,
?2?0,用Tchebychef不等式,我们可得出
K2???x??n????2?t??P?Sn??2?t??2???x?P?N2?t??n?
2???xpEN?t?I?N2?t??Cx+?2?t????2??? ?P?N2?t?? x??2?t??p????2?Cx??2?t???? ?EN2p?t?I?N2?t???1?C???2?t???Cx?p?C?px?p???2?t??
指导教师:李文玲 学生:闻晶晶
共33页 河南理工大学本科毕业论文外文文献资料翻译 第 9 页 ?? ???t?F?x??. (3.22)
22由Tang(2006)引理2.1中的x?p??F2?x?,最后一个等式成立.联合(3.18)-(3,22)得,对任意??0都有
同理可得J2??1????2?t?F2??J1??1????1?t?F1??1???x?????2?t?F2?x??. (3.23)
??1???x??????t?F?x??.最后我们估计J3,类比(3.7)我们易得
11 limlimsup注意到Ni?t?可得,
Fi??1???x?Fi?x????t??x????t?i ?1?0,i?1,2. (3.24)
??2i?1相互独立以及Xij??2i?1为NA序列,由引理2.1,Chen和Zhang(2007)以及(3.24)
J3?PSN1?t???1?t??1??1???xPSN2?t???2?t??2??1???x
??1?t?F1?1???x?2?t?F2????????1???x?
???1?t?F1?x???2?t?F2?x?. (3.25) 所以,用(3.23)-(3.25),令??0,对任意充分大的t,x???2?,由
??liminfinft??P?S?2;t???1?t??1??2?t??2?x?x???2??1?t?F1?x???2?t?F2?x??1
证出(3.16)
另一方面,我们再证明 limsupsupt??P?S?2;t???1?t??1??2?t??2?x?x???2??1?t?F1?x???2?t?F2?x??1. (3.26)
注意到对任意???0,12?以及x?0并利用NA性质和(3.10)相同的方法,当t??,x???2?时,有
PS?2;t???1?t??1??2?t??2?x
???? ?P?S???t????x?P?S???t?? ?PSN1?t????1?t??1??1???x?PSN2?t???2?t??2??1???x
11N2?t?22?N1?t???x
???1?t?F1??1???x???2?t?F2??1???x???1?t?F1??x??2?t?F2??x?
??1?t?F1?x???2?t?F2?x????1?t?F1?x??2?t?F2?x? (3.27) 这样我们得到(3.26).
??指导教师:李文玲 学生:闻晶晶