节点文献
NA序列重对数律的几个极限定理
Some Limit Results on the Law of the Iterated Logarithm of NA Sequences
【摘要】 设{Xn;n≥1}均值为零、方差有限的NA平稳序列。记Sn=∑k=1n Xk,Mn=maxk≤n|Sk|,n≥1.假设σ2=EX12+2∑k=2∞EX1Xk>0。本文讨论了:当ε 0时,P{Mn≥εσ(2nloglogn)1/2的一类加权级数的精确渐近性质,以及当ε∞时,P{Mn≤εσ(π2n/(8loglogn))1/2}的一类加权级数的精确渐近性质。这些性质与重对数律和Chung重对数律的速度有关。
【Abstract】 Let {Xn;n≥ 1} be a strictly stationary sequence of negatively associ-ated random variables with mean zeros and finite variances. Set Sn=sum from k=1 to n Xk,Mn =maxk≤n |Sk|, n≥1. Suppose σ2 =EX12 +2 sum from k=2 to ∞ EX1Xk>0. We study theprecise asymptotics of a kind of weighted infinite series of P{Mn≥∈σ(2n loglogn)1/2}as ∈ 0, and the precise asymptotics of a kind of weighted infinite series of P{Mn≤∈σ(π2n/(8loglogn))1/2} as ∈ ∞. The results are related to the convergence rates ofthe law of the iterated logarithm and the Chung type law of the iterated logarithm.
【Key words】 The law of the iterated logarithm; Chung’s law of the iterated logarithm; Negative association;
- 【文献出处】 数学学报 ,Acta Mathematica Sinica , 编辑部邮箱 ,2004年03期
- 【分类号】O171
- 【被引频次】18
- 【下载频次】192