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稳定律吸引场中学生化的Hanson-Russo型增量定理

Studentized Hanson-Russo Type Increment Theorem for All Distributions in the Domain of Attraction of a Stable Law
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摘要 该文通过建立关于部分和学生化增量的大偏差不等式 ,在稳定律吸引场中证得了学生化的 Hanson- Russo型增量定理 . By establishing large deviations on studentized increments of partial sums,the author proves studentized Hanson-Russo type increment theorem for all distributions in the domain of attraction of a stable law.
作者 王文胜
出处 《数学物理学报(A辑)》 CSCD 北大核心 2004年第5期521-529,共9页 Acta Mathematica Scientia
基金 国家自然科学基金 (1 0 1 3 1 0 40 ) 中国博士后科学基金资助
关键词 部分和的Hanson—Russo型增量 学生化 稳定律吸引场. Hanson-Russo type increment of partial sum Self-normalization Domain of attraction of a stable law.
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参考文献7

  • 1Csorog M, Révész P. Strong Approxiamtions in Probability and Statistics. New York: Academic Press, 1981
  • 2Lin Z Y, Lu C R. Strong Limit Theorem. Dordrecht-Beijing: Kluwer Academic Publishers and Science Press, 1992
  • 3Griffin P S, Kuelbs J D. Self-normalized laws of the iterated logarithm. Ann Probab, 1989, 17(4): 1571-1601
  • 4Shao Q M. Self-normalized large deviations. Ann Probab, 1997, 25(1): 285-328
  • 5Hanson D L, Russo R P. Some results on increments of the Wiener process with applications to lag sums of i.i.d.r.v.′s. Ann Probab, 1983, 11: 609-623
  • 6Hanson D L, Russo R P. Some limit results for lag sums of independent, non-i.i.d., random variables. Z Wahrsch Verw Gebiete, 1985, 68: 425-445
  • 7Lin Z Y. Some results on increments of sums of independent, non-i.i.d. random variables. Science in China (Series A), 1988, 5: 467-476

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