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Wiener过程下等间距分段加权和的Chung氏重对数律

The law of iterated logarithm of Chung about weighted sum
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摘要 重对数律是强大数定律的精确化,体现概率统计理论研究中速度问题的重大进展,具有广泛的应用.本文进一步推广著名的Chung氏重对数律到等间距分段加权和的情形之下,得到了关于标准Wiener过程的等间距分段加权和的Chung氏重对数律. The law of iterated logarithm is an important result in probability theory and has extensive applications. We extend the law of iterated logarithm of Chung to the condition of weighted sum that averages interval segments about normal Wiener process and obtain the theorem of the law of iterated logarithm of Chung under the condition of weighted sum that averages interval segments about normal Wiener process.
出处 《安徽大学学报(自然科学版)》 CAS 北大核心 2005年第2期1-4,共4页 Journal of Anhui University(Natural Science Edition)
基金 安徽省教育厅青年科研基金资助项目(2004jq103)
关键词 重对数律 加权和 WIENER过程 强大数定律 分段 精确化 速度问题 概率统计 理论研究 推广 Wiener process the law of iterated logarithm of Chung B-C lemma
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参考文献4

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  • 3Klass,M And Teicher,H.Iterated logarithm Laws for asymmetric random variables barely with or without finite mean.Ann Probab,1977,5:861-874.
  • 4Park,W J.Laws of iterated logarithm of multiparameter Wiener process. J Multivariate Analysis,1974,3:132-136.

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