两种混合序列部分和乘积的渐近正态性

Asymptotic Distribution of the Product of Two Mixing Sequences Sums

在不一定同分布的前提下,讨论φ-混合序列部分和乘积的渐近分布,进而推广了ρ-混合序列部分和乘积的结果.

The asymptotic behavior of the product of the partial sums for a sequence of positive φ-mixing random variables has been studied. Under the assumption of nonidentical distribution, the asymptotic distribution of the product of φ-mixing sequence sums is discussed, which generalizes the asymptotic distribution of the product of ρ-mixing sequence sums.