| 负相伴随机变量的非经典重对数律 |
| |
| 引用本文： | 蒋烨.负相伴随机变量的非经典重对数律[J].高校应用数学学报(英文版),2003,18(2):200-208. |
| |
| 作者姓名： | 蒋烨 |
| |
| 作者单位： | Jiang YeDept. of Math.，Zhejiang University，Hangzhou 310028. |
| |
| 摘 要： | § 1 IntroductionA finite family of random variables { Xi,1≤ i≤ n} is said to be negatively associated(NA) is for every pair of disjointsubsets A1 and A2 of{ 1 ,2 ,...,n} ,Cov{ f1 (Xi,i∈ A1 ) ,f2 (Xj,j∈ A2 ) }≤ 0 ,(1 .1 )whenever f1 and f2 are coordinatewise increasing and the covariance exists.An infinitefamily is negatively associated ifevery finite subfamily is negatively associated.This defini-tion was introduced by Alam and Saxena1 ] and Joag-Dev and Proschan2 ] .As pointed…
|
| 收稿时间： | 5 June 2005 |
A nonclassical law of iterated logarithm for negatively associated random variables |
| |
| Jiang?Ye.A nonclassical law of iterated logarithm for negatively associated random variables[J].Applied Mathematics A Journal of Chinese Universities,2003,18(2):200-208. |
| |
| Authors: | Jiang Ye |
| |
| Institution: | (1) Dept. of Math., Zhejiang University, 310028 Hangzhou |
| |
| Abstract: | A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper. The proof is based on a Rosenthal type maximal inequality and the subsequence method.This result extends the work of Klesov,Rosalsky (2001) and Shao,Su (1999). |
| |
| Keywords: | negative dependence law of iterated logarithm nonclassical law of iterated logarithm |
| 本文献已被 CNKI 万方数据 SpringerLink 等数据库收录！ |
