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随机变量部分和及最大值分布的渐近表达式
The Asmptotic Behavior of the Partial Sums and the Maximum of the Random Variables
【摘要】 设{Xk;k≥1}为一列独立同分布的随机变量序列,具有共同的支撑在(-∞,+∞)上属于S*(γ)族的分布函数Fk,k≥1.本文研究了量Sn=∑ni=1Xi,n≥1,的局部概率P(x<.<+x+h),其中S0=0,h>0为任意的常数.
【Abstract】 Suppose {Xk;k≥1} is a sequence of independent and identically distributed random variables,where their distributions Fk;k≥1 are supported on (-∞,+∞) and Fk∈S*(γ),k≥1. In this paper,we investigates the asymptotic behavior of P(x<·<+x+h) the local probabilities of the quantity Sn, where S0. by convention and h>0 is arbitrary fixed.
- 【文献出处】 聊城大学学报(自然科学版) ,Journal of Liaocheng University(Natural Science Edition) , 编辑部邮箱 ,2008年03期
- 【分类号】O211.67
- 【被引频次】1
- 【下载频次】49