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截断和随机乘积的渐近性质
THE ASYMPTOTIC DISTRIBUTION OF THE RANDOM PRODUCT OF TRIMMED SUMS
【摘要】 对一列独立同分布平方可积的随机变量序列{X_n,n≥1},当随机变量的分布具有中尾分布时,讨论了其截断和T_n(a)的随机乘积的渐近正态性质,其中T_n(a)=S_n-S_n(a),n= 1,2,…,S_n(a)=sum from j=1 to n X_jI{M_n-a<X_j≤M_n},a为某一大于零的常数,M_n={X_k}.
【Abstract】 Let{Xn,n≥1}be a sequence of i.i.d square integrable random variables with continuous distribution function,and let Mn=max{X1,X2,…,Xn},for a fixed constant a>0,let Sn(a)=sum from i=1 to n XjI{Mn-a<Xj≤Mn},and Tn(a)=Sn-Sn(a).Under the additional condition that the distribution is general medium tailed,the asymptotic distribution of the random product of Tn(a) is given.
【基金】 淮阴师范学院青年教师基金(08HSQNK05)资助项目.
- 【文献出处】 系统科学与数学 ,Journal of Systems Science and Mathematical Sciences , 编辑部邮箱 ,2009年02期
- 【分类号】O211.5
- 【被引频次】3
- 【下载频次】74