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强混合序列部分和乘积的渐近正态性
Asymptotic Distribution of the Product of Strong Mixing Sums
【摘要】 设{Xn,n≥1}是同分布正的强混合随机变量序列.利用强混合序列的中心极限定理以及大数定律,在适当的条件下证明了∏nk=1Skn!μn1/(γσn)deN,n→∞,其中Sk=∑ki=1Xi,μ=EX1>0,σ2=VarX1<∞,γ=σμ,σn2=Var1γ∑kn=1kSμk-1,N为标准正态随机变量.
【Abstract】 Let {Xn,n≥1} be a sequence of strong mixing identically distributed positive random variable,under some suitable conditions,by means of the central limit theorem and the law of large numbers of strong mixing sequence,it is proved that ∏nk=1Skn!μn1/(γσn)deN,n→∞,where Sk=∑ki=1Xi,μ=EX1>0,σ2=Var X1<∞,γ=σμ,σ2n=Var1γ∑nk=1Skkμ-1,and N is a standrad normal random variable.
【关键词】 强混合序列;
部分和乘积;
中心极限定理;
同分布;
对数正态;
【Key words】 strong mixing sequences; product of sums; central limit theorem; identically distribution; lognormal distribution;
【Key words】 strong mixing sequences; product of sums; central limit theorem; identically distribution; lognormal distribution;
【基金】 浙江省自然科学基金(批准号:Y107697)
- 【文献出处】 吉林大学学报(理学版) ,Journal of Jilin University(Science Edition) , 编辑部邮箱 ,2009年06期
- 【分类号】O21
- 【被引频次】6
- 【下载频次】69