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随机序列几乎处处中心极限定理的注记
A Note on Almost Sure Central Limit Theorems for Random Sequences
【摘要】 设{S_k,k≥1}为一随机序列,满足几乎处处中心极限定理;{T_k,k≥1}为一随机序列,几乎处处收敛到0或1.利用极限理论证明{S_k+T_k,k≥1}和{S_k/T_k,k≥1}也满足几乎处处中心极限定理,并给出其线性过程、自正则和、线性模型中误差方差估计、部分和乘积等实例.
【Abstract】 Let{S_k,k≥1}be a random sequence satisfying the almost sure central limit theorem,and{T_k,k≥1}be a random sequence with T_k→0(or 1)a.s.By using the limit theory,we proved that{S_k+T_k,k≥1}and{S_k/T_k,k≥1}satisfied the almost sure central limit theorem,and gave some examples such as linear processes,self-normalized sums,error variance estimates in linear models and products of partial sums.
【关键词】 几乎处处中心极限定理;
线性过程;
自正则和;
部分和乘积;
【Key words】 almost sure central limit theorem; linear processes; self-normalized sum; product of partial sum;
【Key words】 almost sure central limit theorem; linear processes; self-normalized sum; product of partial sum;
【基金】 吉林省自然科学基金(批准号:20140101005JC)
- 【文献出处】 吉林大学学报(理学版) ,Journal of Jilin University(Science Edition) , 编辑部邮箱 ,2018年02期
- 【分类号】O211
- 【被引频次】1
- 【下载频次】68