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NA序列的重对数矩收敛的精确渐近性 被引量:1

Precise Asymptotics in the Law of Iterated Logarithm for the Moment Convergence of NA Random Variables
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摘要 假设{Xn,n≥1}为一列严平稳的NA随机变量,期望为零,方差有限.设Sn=∑n i=1Xi,Mn=max1≤i≤n|Si|.在适当的条件下,得到了一类NA序列部分和和部分和的最大值重对数矩收敛的精确渐近性. Let {Xn, n≥〉 1} be a sequence of strictly stationary NA random variablesand setSn=∑n i=1Xi,Mn=max1≤i≤n|Si|. Under some proper conditions, theprecise asymptotics in the law of iterated logarithm for the moment convergence of NA random variables of the partial sum and the maximum of the partial sum are obtained.
作者 张亚运 吴群英 Ya Yun ZHANG;Qun Ying WU(College of Science, Guilin University of Technology, Guilin 541006, P. R. China)
出处 《数学学报(中文版)》 CSCD 北大核心 2018年第3期403-410,共8页 Acta Mathematica Sinica:Chinese Series
基金 国家自然科学基金资助项目(11361019) 广西自然科学基金资助项目(2015GXNSFAA139008)
关键词 NA随机变量 重对数律 精确渐近性 矩收敛 NA random variables the law of iterated logarithm precise asymptotics moment convergence
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