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强平稳正相协列乘积和的重对数律

THE LAW OF THE ITERATED LOGARITHM FOR PRODUCT SUMS OF STATIONARY PA SEQUENCES
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摘要 利用化乘积和为部分和的乘积的和的方法,证明了强平稳正相协列的乘积和的重对数律,并将Lehmann.EL,Ann.MathStatist,1966(3):1137-1153的结果视为本文的特况. By using the method of turning the product sums to the sums, of product of partial sums,it proved the law of the iterated logarithm for product sums of stationary PA sequences with different distributions and extended the corresponding result.
出处 《南昌大学学报(理科版)》 CAS 北大核心 2005年第2期108-110,共3页 Journal of Nanchang University(Natural Science)
关键词 正相协 乘积和 重对数律 positive association product sums law of iterated logarithm
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参考文献6

  • 1Esary T,Proschan F,Walkup D.Association of Random Variables,With Applications[J].Ann Math Statist,1967,44:146 6-147 4.
  • 2于浩.相伴随机变量的重对数律[J].数学学报,1986,29(4):507-511.
  • 3WangYueBao YanJiGao ChengFengYang etal.On the Strong Limit Theorems of Product Sums for Negatively Associated Random Variables[J].应用概率统计,2002,1(18):27-33.
  • 4Witmann R.A General Law of Ireterated Logarithm[J].Z Wahrsch Verw Geb,1985.68:521-543.
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  • 6Lehmann E L.Some Concepts of Dependence[J].Ann Math Statist,1966,37:1 137-1 153.

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