摘要
本文讨论了同分布的 -混合序列其共同分布属于稳定分布(非高斯情形)吸引场部分和的Chover型重对数律.特别地当分布函数属于稳分布的正则吸引场时,得到了部分和及后置和更精细的结果,即积分检验的结果,由此立即可推出相应的Chover型重对数律.
In this paper, we discuss the Chover's law of iterated logarithm (LIL) for the partial sum of sequence of identically distributed -mixing random variables with corn-mom distribution in the domain of attraction of stable (non-Gaussian) distribution. In particular, if the distribution is in the domain of normal attraction of stable distribution, then we obtain a more exact result, i.e. the integral test, for the partial sum and forward delayed sum, whence the corresponding Chover's LIL is derived immediately.
出处
《数学学报（中文版）》
SCIE
CSCD
北大核心
2003年第3期571-580,共10页
Acta Mathematica Sinica：Chinese Series
基金
国爱自然科学基金资助项目(10271120)
关键词
重对数律
积分检验
稳定分布
吸引场
后置和
混合随机变量
LIL
Integral test
Stable distribution
Domain of attraction
Forward delayed sum
Mixing random variable
