A general result on precise asymptotics for linear processes of positively associated sequences |
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Authors: | Xi-li Tan Xiao-yun Yang |
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Institution: | (1) Dept. of Math., Beihua Univ., Jilin, 132013, China;(2) Institute of Math., Jilin Univ.(Qianwei Campus), Changchun, 130012, China |
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Abstract: | Let {ε
t
; t ∈ Z
+} be a strictly stationary sequence of associated random variables with mean zeros, let 0 < Eε
1
2 < ∞ and with 0 < σ
2 < ∞. {a
j
; j ∈ Z
+} is a sequence of real numbers satisfying . Define a linear process , and . 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 {S
n
}.
Supported by the National Natural Science Foundation of China(10571073). |
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Keywords: | PA sequence linear process general law precise asymptotics |
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