Let {X_i;i≥1} be a strictly stationary sequence of associated random variables with mean zero and let σ2=EX2_1+2∞_~j=2 EX_1X_j with 0<σ2<∞.Set S_n=n_~i=1 X_i,the precise asymptotics for _~n≥1 n^rp-2 P(|S_n...Let {X_i;i≥1} be a strictly stationary sequence of associated random variables with mean zero and let σ2=EX2_1+2∞_~j=2 EX_1X_j with 0<σ2<∞.Set S_n=n_~i=1 X_i,the precise asymptotics for _~n≥1 n^rp-2 P(|S_n|≥εn^1p ),_~n≥1 1nP(|S_n|≥εn^1p ) and _~n≥1 (log n)δnP(|S_n|≥εnlogn) as ε0 are established.展开更多
Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers s...Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.展开更多
In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑...In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/｜n｜（log｜n｜dP（｜Sn/Vn｜≥ε√log log｜n｜） and ∑n（logn｜）b/｜n｜（log｜n｜）^d-1P（｜Sn/Vn｜≥ε√log n）,as ε↓0,is established.展开更多
In this paper, we discuss the precise asymptotics of moving-average process Xt =∞∑j=0 ajEt-j under some suitable conditions, where {εt, t∈ Z} is a sequence j=0 of stationary ALNQD random variables with mean zeros...In this paper, we discuss the precise asymptotics of moving-average process Xt =∞∑j=0 ajEt-j under some suitable conditions, where {εt, t∈ Z} is a sequence j=0 of stationary ALNQD random variables with mean zeros and finite variances.展开更多
The authors achieve a general law of precise asymptotics for a new kind of complete moment convergence of i.i.d. random variables, which includes complete con- vergence as a special case. It can describe the relations...The authors achieve a general law of precise asymptotics for a new kind of complete moment convergence of i.i.d. random variables, which includes complete con- vergence as a special case. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in studies of complete convergence. This extends and generalizes the corresponding results of Liu and Lin in 2006.展开更多
Let {Xn,n ≥ 1} be a strictly stationary LNQD （LPQD） sequence of positive random variables with EX1 = μ 〉 0, and VarX1 = σ^2 〈 ∞. Denote by Sn = ∑i=1^n Xi and γ = σ/μ the coefficients of variation. In this ...Let {Xn,n ≥ 1} be a strictly stationary LNQD （LPQD） sequence of positive random variables with EX1 = μ 〉 0, and VarX1 = σ^2 〈 ∞. Denote by Sn = ∑i=1^n Xi and γ = σ/μ the coefficients of variation. In this paper, under some suitable conditions, we show that a general law of precise asymptotics for products of sums holds. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in the study of complete convergence.展开更多
Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞｜aj｜ 〈 ∞. Define a moving average pro...Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞｜aj｜ 〈 ∞. Define a moving average process Xt = ∑j=-∞^∞aj＋tEj,t ≥ 1, and Sn = ∑t=1^n Xt,n ≥ 1. In this article, by using the weak convergence theorem of { Sn/√ n _〉 1}, we study the precise asymptotics of the complete convergence for the sequence {Xt; t ∈ N}.展开更多
Let {ζ,-co 〈 i 〈 ∞} be a doubly infinite sequence of identically distributed φ-mixing random variables with zero means and finite variances, {ai, -∞〈 i 〈 ∞} be an absolutely summable sequence of real numbers ...Let {ζ,-co 〈 i 〈 ∞} be a doubly infinite sequence of identically distributed φ-mixing random variables with zero means and finite variances, {ai, -∞〈 i 〈 ∞} be an absolutely summable sequence of real numbers and Xk = ∑＋∞ i=-∞ ai{ζi＋k be a moving average process. Under some proper moment conditions, the precise asymptotics are established for展开更多
Let {X（t）, t ≥ 0} be a Lévy process with EX（1） = 0 and EX^2（1） 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X（t）, t 〉 0}. By the way, we prove the corresponding conclusions f...Let {X（t）, t ≥ 0} be a Lévy process with EX（1） = 0 and EX^2（1） 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X（t）, t 〉 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables.展开更多
Let X,X1,X2 be i. i. d. random variables with EX^2＋δ〈∞ （for some δ〉0）. Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ＊ （n）=supx∈zζ（x,n）,ζ（x,n） =#{0≤k≤n：[Sk]=x}. A s...Let X,X1,X2 be i. i. d. random variables with EX^2＋δ〈∞ （for some δ〉0）. Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ＊ （n）=supx∈zζ（x,n）,ζ（x,n） =#{0≤k≤n：[Sk]=x}. A strong approximation of ζ（n） by the local time for Wiener process is presented and the limsup type and liminf-type laws of iterated logarithm of the maximum local time ζ＊（n） are obtained. Furthermore,the precise asymptoties in the law of iterated logarithm of ζ＊（n） is proved.展开更多
文摘Let {X_i;i≥1} be a strictly stationary sequence of associated random variables with mean zero and let σ2=EX2_1+2∞_~j=2 EX_1X_j with 0<σ2<∞.Set S_n=n_~i=1 X_i,the precise asymptotics for _~n≥1 n^rp-2 P(|S_n|≥εn^1p ),_~n≥1 1nP(|S_n|≥εn^1p ) and _~n≥1 (log n)δnP(|S_n|≥εnlogn) as ε0 are established.
基金National Natural Science Foundation of China(10571073).
文摘Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.
文摘In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/｜n｜（log｜n｜dP（｜Sn/Vn｜≥ε√log log｜n｜） and ∑n（logn｜）b/｜n｜（log｜n｜）^d-1P（｜Sn/Vn｜≥ε√log n）,as ε↓0,is established.
文摘In this paper, we discuss the precise asymptotics of moving-average process Xt =∞∑j=0 ajEt-j under some suitable conditions, where {εt, t∈ Z} is a sequence j=0 of stationary ALNQD random variables with mean zeros and finite variances.
基金supported by the National Natural Science Foundation of China(No.10571073)the 985 Program of Jilin University.
文摘The authors achieve a general law of precise asymptotics for a new kind of complete moment convergence of i.i.d. random variables, which includes complete con- vergence as a special case. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in studies of complete convergence. This extends and generalizes the corresponding results of Liu and Lin in 2006.
基金Supported by National Natural Science Foundation of China (Grant No. 10571073)
文摘Let {Xn,n ≥ 1} be a strictly stationary LNQD （LPQD） sequence of positive random variables with EX1 = μ 〉 0, and VarX1 = σ^2 〈 ∞. Denote by Sn = ∑i=1^n Xi and γ = σ/μ the coefficients of variation. In this paper, under some suitable conditions, we show that a general law of precise asymptotics for products of sums holds. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in the study of complete convergence.
基金supported by National Natural Science Foundation of China (No. 10571073)
文摘Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞｜aj｜ 〈 ∞. Define a moving average process Xt = ∑j=-∞^∞aj＋tEj,t ≥ 1, and Sn = ∑t=1^n Xt,n ≥ 1. In this article, by using the weak convergence theorem of { Sn/√ n _〉 1}, we study the precise asymptotics of the complete convergence for the sequence {Xt; t ∈ N}.
基金Supported by National Science Foundation of China (Grant No. 11171303)Specialized Research Fund for Doctor Program of Higher Education (Grant No. 20090101110020)Foundation of Zhejiang Educational Committee (Grant No. Y201120141)
文摘Let {ζ,-co 〈 i 〈 ∞} be a doubly infinite sequence of identically distributed φ-mixing random variables with zero means and finite variances, {ai, -∞〈 i 〈 ∞} be an absolutely summable sequence of real numbers and Xk = ∑＋∞ i=-∞ ai{ζi＋k be a moving average process. Under some proper moment conditions, the precise asymptotics are established for
基金supported by the National Natural Science Foundation(Grant No.10671188)Special Foundation of USTC
文摘Let {X（t）, t ≥ 0} be a Lévy process with EX（1） = 0 and EX^2（1） 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X（t）, t 〉 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables.
文摘Let X,X1,X2 be i. i. d. random variables with EX^2＋δ〈∞ （for some δ〉0）. Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ＊ （n）=supx∈zζ（x,n）,ζ（x,n） =#{0≤k≤n：[Sk]=x}. A strong approximation of ζ（n） by the local time for Wiener process is presented and the limsup type and liminf-type laws of iterated logarithm of the maximum local time ζ＊（n） are obtained. Furthermore,the precise asymptoties in the law of iterated logarithm of ζ＊（n） is proved.
