摘要
设{Xn,n≥1}是一均值为零、方差有限的正相伴平稳序列.记Sn=sum Xk,Mn=maxx≤n|Sk|,n≥1 from k=1 to n,并假设0<σ2=EX12+2 sum E X1 Xk<∞ from k=2 to ∞.在E|X1|2+δ<∞,δ∈(0,1],以及对某个α>1,sum Cov(X1,Xj)=O(n-α) from j=n+1 to ∞的条件下,建立了PA序列关于Chung型对数律的精确收敛速度.
Let{Xn;n≥1)be a strictly stationary sequence of positively associated(PA) random variables with mean n zero and finite variance.Denote Sn=sum Xk,Mn=maxx≤n|Sk|,n≥1 from k=1 to n,and assume that 0σ2=EX12+2 sum E X1 Xk∞ from k=2 to ∞.Under the conditions of E| X1|2+δ∞,whereδ∈(0,1],and sum Cov(X1,Xj)=O(n-α) from j=n+1 to ∞ someα1,the exact convergence rates of the Chung-type law of the logarithm for PA sequences are obtained.
出处
《浙江大学学报(理学版)》
CAS
CSCD
北大核心
2010年第6期625-628,共4页
Journal of Zhejiang University(Science Edition)
基金
国家自然科学基金资助项目(10671176
10771192
10926036)
浙江工商大学引进人才启动金(1020XJ200961)
浙江工商大学校级重点课题(X10-26)
关键词
正相伴序列
对数律
收敛速度
positively associated sequence
lawof the logarithm
convergence rates