共查询到20条相似文献,搜索用时 140 毫秒
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本文讨论了可交换随机变量序列{Xn:n≥1)重对数律的收敛速度,得到了可交换随机变量序列与独立序列类似的极限性质,同时给出了可交换序列重对数律收敛速度的一种描述. 相似文献
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ψ—混合序列加权和的收敛性质 总被引:1,自引:0,他引:1
本文在ψ-混合序列下给出加权和重对数律,完全收敛和强收敛的一些充分条件,这些结论简化了[6],[7]中结论的条件,推广了[8]中定理6并改进了[9]中有关结论。同时给出了加权和的Bernstein不等式。 相似文献
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给出了非同分布NA列满足对数律和重对数律的一些矩条件,而文[50-[7]中的部分结果可以成为其特殊情形并得到加强. 相似文献
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泛函型重对数律的收敛速度王启应(南京大学)设{X_n,n≥1}为i.i.d.随机变量序列为定义在[1,∞)上的实函数。近年来,级数的收敛性问题,引起了众多学者的兴趣。作为一个研究方向,1968年,Davl5 ̄[1]指出:上述级数的收敛除需要一定矩条件... 相似文献
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本文建立了左截断数据下乘积限估计的强表示结果,其误差项的收敛速度达到重对数律。作为应用,推出了乘积限估计的重对数律和强逼近等深刻结果。 相似文献
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Terence Chan 《Journal of Theoretical Probability》1995,8(3):643-667
For 0<<1, let
. The questions addressed in this paper are motivated by a result due to Strassen: almost surely, lim sup
t
U
((t))=1–exp{–4(–1)–1}. We show that Strassen's result is closely related to a large deviations principle for the family of random variablesU
(t), t>0. Also, when =1,U
(t)0 almost surely and we obtain some bounds on the rate of convergence. Finally, we prove an analogous limit theorem for discounted averages of the form
as 0, whereD is a suitable discount function. These results also hold for symmetric random walks. 相似文献
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T. E. Duncan 《Journal of multivariate analysis》1975,5(4):425-433
Some function space laws of the iterated logarithm for Brownian motion with values in finite and infinite dimensional vector spaces are shown to follow from Hincin's classical law of the iterated logarithm and some martingale techniques. A law of the iterated logarithm for Brownian motion in a differentible manifold is also stated. 相似文献
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《随机分析与应用》2013,31(1):181-203
Abstract We consider a sequence (Z n ) n≥1 defined by a general multivariate stochastic approximation algorithm and assume that (Z n ) converges to a solution z* almost surely. We establish the compact law of the iterated logarithm for Z n by proving that, with probability one, the limit set of the sequence (Z n ? z*) suitably normalized is an ellipsoid. We also give the law of the iterated logarithm for the l p norms, p ∈ [1, ∞], of (Z n ? z*). 相似文献
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设{xn,m≥1}是独立同分布随机变量序列,EX1=0,EX12=1.设Tn= Tn(X1,…,Xn)是随机函数且Tn=Sn Rn.本文证明在E|Rn|2∨r<∞或E|Rn|<∞下,对随机函数Tn成立着Baum-Katz强大数律和重对数律的精确极限性质的一般结果.由此作为推论,对U-统计量,Von-Mises统计量,线性过程,移动平均过程,线性模型中误差方差估计和功率和等在适当矩条件下均可写出Baum-Katz强大数律和重对数律的精确极限性质. 相似文献
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The law of the iterated logarithm for discrepancies of {(−2)kt}k is proved. This result completes the concrete determination of the law of the iterated logarithm for discrepancies of the geometric progression with integer ratio, and reveals the fact that 2 is the only positive integer θ>1 such that fractional parts of {(−θ)kt}k converge to uniform distribution faster than those of {θkt}k a.e. t. 相似文献
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Let
be the Poisson point process with intensity 1 in [–n,n]
d
. We prove the law of the iterated logarithm for the total length of the nearest neighbor graph on
. 相似文献
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Tian-xiao Pang Li-xin Zhang Jian-feng Wang 《Journal of Mathematical Analysis and Applications》2008,340(2):1249-1262
Let X,X1,X2,… be i.i.d. nondegenerate random variables with zero means, and . We investigate the precise asymptotics in the law of the iterated logarithm for self-normalized sums, Sn/Vn, also for the maximum of self-normalized sums, max1kn|Sk|/Vn, when X belongs to the domain of attraction of the normal law. 相似文献
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We establish the law of the iterated logarithm for the product limit estimator, when the data are subject to double censoring. This investigation extends the results available for the model for singly censored data. 相似文献
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For right censored data, the law of the iterated logarithm of the Kaplan-Meier integral is established. As an application, the authors prove the law of the iterated logarithm for weighted least square estimates of randomly censored linear regression model. 相似文献