| 一类随机变量序列加权和的Chover型重对数律 |
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| 引用本文： | 陈平炎,柳向东. 一类随机变量序列加权和的Chover型重对数律[J]. 数学学报, 2003, 46(5): 999-100. DOI: cnki:ISSN:0583-1431.0.2003-05-022 |
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| 作者姓名： | 陈平炎 柳向东 |
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| 作者单位： | 1. 暨南大学数学系,广州,510630
2. 暨南大学统计系,广州,510630 |
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| 基金项目： | 国家自然科学基金(10271120) |
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| 摘 要： | 对于具有某种尾渐近行为的独立同分布的随机变量序列,本文通过积分检验刻划了其加权部分和的极限结果,并作为推论获得了Chover型重对数律。把这些结果应用到经典的可和方式,获得了相应的结果。
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| 关 键 词： | 重对数律 积分检验 加权部分和 |
| 文章编号： | 0583-1431(2003)05-0999-08 |
Law of Iterated Logarithm for the Weighted Partial Sums |
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| Ping Yan CHEN. Law of Iterated Logarithm for the Weighted Partial Sums[J]. Acta Mathematica Sinica, 2003, 46(5): 999-100. DOI: cnki:ISSN:0583-1431.0.2003-05-022 |
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| Authors: | Ping Yan CHEN |
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| Affiliation: | Ping Yan CHEN (Department of Mathematics, Jinan University, Guangzhou 510630, P. R. China)Xiang Dong LIU (Department of Statistics, Jinan University, Guangzhou 510630, P. R. China) |
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| Abstract: | We establish the integral test for the weighted partial sums of independent identically distributed random variables with a certain tail behavior assumption, and obtain the Chover's law of iterated logarithm (LIL) as a corollary. As applications, the corresponding limit results for some classical summability methods are also established. |
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| Keywords: | LIL Integral test Weighted partial sums |
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