| 在最少条件下的对数律精确渐近性 |
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| 引用本文： | 张立新,林正炎.在最少条件下的对数律精确渐近性[J].应用概率统计,2006,22(3):311-320. |
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| 作者姓名： | 张立新 林正炎 |
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| 作者单位： | 浙江大学数学系,杭州,310028 |
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| 摘 要： | 设$X_1,X_2,\cdots$为独立同分布随机变量, 记S_n=X_1+\cdots+X_n,M_n=\max\limits_{k\le n}|S_k|,n\ge1$. 本文在充分必要条件下给出了$M_n$和$S_n$的对数律之精确渐近性.
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| 关 键 词： | 独立随机变量和的尾概率 对数律 强逼近. |
| 收稿时间： | 2006-04-07 |
| 修稿时间： | 2006年4月7日 |
Precise Rates in the Law of the Logarithm under Minimal Conditions |
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| ZHANG LIXIN,LIN ZHENGYAN.Precise Rates in the Law of the Logarithm under Minimal Conditions[J].Chinese Journal of Applied Probability and Statisties,2006,22(3):311-320. |
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| Authors: | ZHANG LIXIN LIN ZHENGYAN |
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| Institution: | Department of Mathematics, Zhejiang University, Hangzhou, 310028 |
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| Abstract: | Let $X_1,X_2,\cdots$ be i.i.d. random variables, and set $S_n=X_1+\cdots+X_n$,$M_n=\max\limits_{k\le n}|S_k|$, $n\ge 1$. The precise rates in the law of thelogarithm for $M_n$ are obtained under sufficient and necessary conditions. |
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| Keywords: | Tail probabilities of sums of i i d random variables the law of the logarithm strong approximation |
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