| B值强混合随机变量几何加权级数的广义重对数律 |
| |
| 引用本文： | 傅可昂,张立新.B值强混合随机变量几何加权级数的广义重对数律[J].数学年刊A辑(中文版),2012,33(1):17-26. |
| |
| 作者姓名： | 傅可昂 张立新 |
| |
| 作者单位： | 浙江工商大学统计与数学学院;浙江大学数学系 |
| |
| 基金项目： | 国家自然科学基金(No.11126316,No.11071214,No.11071213);浙江省自然科学基金(No.Q12A010066,No.R6100119,No.Y6100663,No.Y6110110);浙江省教育厅基金(No.Y201119891,No.20070219);教育部新世纪人才基金(No.NCET-08-0481)资助的项目 |
| |
| 摘 要： | 设{X,Xn;n≥0}是一取值于可分Banach空间中的同分布Φ~*-混合随机变量序列,并记其几何加权级数为ξ(β)=sum from n=0 to ∞β~nX_n,其中0<β<1.在X的二阶矩可能不存在的条件下,建立了ξ(β)的一个广义重对数律.
|
| 关 键 词： | Banach空间 混合相依 几何加权级数 重对数律 |
A Generalized Law of the Iterated Logarithm for Geometrically Weighted Series of B-valued Strong Mixing Random Variables |
| |
| FU Keang ZHANG Lixin.A Generalized Law of the Iterated Logarithm for Geometrically Weighted Series of B-valued Strong Mixing Random Variables[J].Chinese Annals of Mathematics,2012,33(1):17-26. |
| |
| Authors: | FU Keang ZHANG Lixin |
| |
| Institution: | 1 School of Statistics and Mathematics,Zhejiang Gongshang University, Hangzhou 310018,China. 2 Department of Mathematics,Zhejiang University,Hangzhou 310027,China. |
| |
| Abstract: | Let {X,X_n;n≥0} be a sequence of identically distributed φ~*-mixing dependent random variables taking values in a separable Banach space,and define its geometrically weighted seriesζ(β) =sum from n=0 to ∞ β~n X_n for 0<β<1.In this paper,a general law of the iterated logarithm forζ(β) is established under the assumption that the second moment of X might be infinite. |
| |
| Keywords: | Banach space Mixing dependence Geometrically weighted series Law of the iterated logarithm |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《数学年刊A辑(中文版)》浏览原始摘要信息 |
| 点击此处可从《数学年刊A辑(中文版)》下载免费的PDF全文 |
