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非平稳NA随机变量域的重对数律
Law of the iterated logarithm for nonstationary negatively associated random fields
【摘要】 利用Rosenthal型最大值不等式、Kolmogorov型指数不等式及Stein方法,邵启满、苏淳就强平稳的NA随机变量于1999年建立了重对数律.本文利用与之类似的截尾方法,在期望为0,且2+τ阶距有限的条件下,得到了非平稳的NA随机变量域的重对数律.
【Abstract】 SHAO and SU proved that the law of the iterated logarithm holds for a stationary negatively associated sequence of random variables with finite variance. The proof was based on a Rosenthal type maximal inequality, a Kolmogorov type exponential inequality and Stein’s method. By using truncation method, a law is established of the iterated logarithm for nonstationary negatively associated random fields with EX1=0 and E|X1|2+τ<∞(for some τ>0).
【关键词】 NA序列;
随机变量域;
重对数定律;
【Key words】 negative association; random field; law of the iterated logarithm;
【Key words】 negative association; random field; law of the iterated logarithm;
【基金】 国家自然科学基金资助项目(10071072).
- 【文献出处】 浙江大学学报(理学版) ,Journal of Zhejiang University(Sciences Edition) , 编辑部邮箱 ,2003年04期
- 【分类号】O211.4
- 【下载频次】45