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ρ~*混合序列的Chover型重对数律
Chover’s Law of the Iterated Logarithm for ρ~*-Mixing Sequences
【摘要】 设{Xn,n≥1}是同分布的ρ*混合序列,其分布属于特征指数为α(0<α<2)的非退化稳定分布正则吸引场.利用ρ*混合序列的矩不等式证明了依概率1有lim sup〔〔sum from i=1 to n Xi〕/n1/α〕1/(log logn)=e1/α n→∞,并获得了一系列等价条件.
【Abstract】 Let {Xn,n≥1} be ρ*-mixing sequences with identical distributions belonging to the domain of the normal attraction with non-degenerate stable distribution.By means of the moment inequalities of the ρ*-mixing sequences,it was proved that probability 1 possesses lim sup〔〔sum from i=1 to n Xi〕/n1/α〕1/(log logn)=e1/α n→∞,and some equivaent conditions were obtained.
【关键词】 ρ*混合序列;
Chover重对数律;
稳定分布;
【Key words】 ρ*-mixing sequences; Chover’s law of iterated logarithm; stable distribution;
【Key words】 ρ*-mixing sequences; Chover’s law of iterated logarithm; stable distribution;
【基金】 高等学校博士学科点新教师项目基金(批准号:20070183023)
- 【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02期
- 【分类号】O211.4
- 【被引频次】4
- 【下载频次】47