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负相协随机变量列尾和的重对数律
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作者 刘立新 《工程数学学报》 CSCD 北大核心 2006年第5期827-834,共8页
设{X_n,n≥1}为负相协随机变量序列,S=sum from n=1 to∞X_n收敛,本文讨论了部分和S_n=sum from k=1 to n-1 X_k→S的收敛速度,获得了关于尾和U_n=S-S_n的重对数律。
关键词 负相协随机变量 尾和 收敛速度:对数
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线性过程的收敛速度
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作者 胡舒合 《高校应用数学学报(A辑)》 CSCD 北大核心 1996年第2期193-198,共6页
设X_t=sum from j=0 to ∞ c_jε_(t-j)是一个线性过程,当{ε_t}是一个局部广义高斯随机序列时,我们获得了X_t的重对数收敛速度。
关键词 重对数速度 线性过程 收敛速度 随机过程
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Strong Approximation Method and the(Functional)Law of Iterated Logarithm for GI/G/1 Queue 被引量:2
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作者 GUO Yongjiang HOU Xiyang 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2017年第5期1097-1106,共10页
In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the as... In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the asymptotic rate of the increasing variability around the mean value of the RP in numerical and functional forms respectively. For the GI/G/1 queue, the method provides a complete analysis for both the LIL and the FLIL limits for four performance functions: The queue length, workload, busy time and idle time processes, covering three regimes divided by the traffic intensity. 展开更多
关键词 GI/G/1 queue renewal process (RP) strong approximation (SA) method the functional LIL (FLIL) the law of the iterated logarithm (LIL)
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