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1.
Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables 总被引:1,自引:0,他引:1
Ye JIANG Li Xin ZHANG 《数学学报(英文版)》2006,22(3):781-792
Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1+X2+…+Xn,Mn=max k≤n│Sk│,n≥1.Let an=O(1/loglogn).In this paper,we prove that,for b〉-1,lim ε→0 →^2(b+1)∑n=1^∞ (loglogn)^b/nlogn n^1/2 E{Mn-σ(ε+an)√2nloglogn}+σ2^-b/(b+1)(2b+3)E│N│^2b+3∑k=0^∞ (-1)k/(2k+1)^2b+3 holds if and only if EX=0 and EX^2=σ^2〈∞. 相似文献
2.
Li Xin Zhang 《数学学报(英文版)》2008,24(4):631-646
Let X, X1, X2,... be i.i.d, random variables with mean zero and positive, finite variance σ^2, and set Sn = X1 +... + Xn, n≥1. The author proves that, if EX^2I{|X|≥t} = 0((log log t)^-1) as t→∞, then for any a〉-1 and b〉 -1,lim ε↑1/√1+a(1/√1+a-ε)b+1 ∑n=1^∞(logn)^a(loglogn)^b/nP{max κ≤n|Sκ|≤√σ^2π^2n/8loglogn(ε+an)}=4/π(1/2(1+a)^3/2)^b+1 Г(b+1),whenever an = o(1/log log n). The author obtains the sufficient and necessary conditions for this kind of results to hold. 相似文献
3.
This paper begins with new definitions for double sequence spaces. These new definitions are constructed, in general, by combining
modulus function and nonnegative four-dimensional matrix. We use these definitions to establish inclusion theorems between
various sequence spaces such as: If A = (a
m,n,k,l
) be a nonnegative four-dimensional matrix such that
$
\mathop {\sup }\limits_{m,n} \sum\limits_{k,l = 0,0}^{\infty ,\infty } {a_{m,n,k,l} < \infty }
$
\mathop {\sup }\limits_{m,n} \sum\limits_{k,l = 0,0}^{\infty ,\infty } {a_{m,n,k,l} < \infty }
相似文献
4.
De Li LI Fu Xing ZHANG Andrew ROSALSKY 《数学学报(英文版)》2007,23(3):557-562
Let {X, Xn; n≥ 1} be a sequence of i.i.d. Banach space valued random variables and let {an; n ≥ 1} be a sequence of positive constants such that
an↑∞ and 1〈 lim inf n→∞ a2n/an≤lim sup n→∞ a2n/an〈∞
Set Sn=∑i=1^n Xi,n≥1.In this paper we prove that
∑n≥1 1/n P(||Sn||≥εan)〈∞ for all ε〉0
if and only if
lim n→∞ Sn/an=0 a.s.
This result generalizes the Baum-Katz-Spitzer complete convergence theorem. Combining our result and a corollary of Einmahl and Li, we solve a conjecture posed by Gut. 相似文献
5.
Let f(n) be a strongly additive complex-valued arithmetic function. Under mild conditions on f, we prove the following weighted strong law of large numbers: if X,X
1,X
2, … is any sequence of integrable i.i.d. random variables, then
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