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PRECISE ASYMPTOTICS IN SELF-NORMALIZED SUMS OF ITERATED LOGARITHM FOR MULTIDIMENSIONALLY INDEXED RANDOM VARIABLES 被引量:3

PRECISE ASYMPTOTICS IN SELF-NORMALIZED SUMS OF ITERATED LOGARITHM FOR MULTIDIMENSIONALLY INDEXED RANDOM VARIABLES
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摘要 In the case of Z+^d(d ≥ 2)-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z+^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/|n|(log|n|dP(|Sn/Vn|≥ε√log log|n|) and ∑n(logn|)b/|n|(log|n|)^d-1P(|Sn/Vn|≥ε√log n),as ε↓0,is established. In the case of Z+^d(d ≥ 2)-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z+^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/|n|(log|n|dP(|Sn/Vn|≥ε√log log|n|) and ∑n(logn|)b/|n|(log|n|)^d-1P(|Sn/Vn|≥ε√log n),as ε↓0,is established.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2007年第1期87-94,共8页 高校应用数学学报(英文版)(B辑)
基金 Supported by the NNSF of China(10471126).
关键词 multidimensionally indexed random variable precise asymptotics self-normalized sum Davislaw of large numbers law of iterated logarithm. multidimensionally indexed random variable, precise asymptotics, self-normalized sum, Davislaw of large numbers, law of iterated logarithm.
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