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相伴随机变量序列的泛函型几乎处处中心极限定理
引用本文:陈佳.相伴随机变量序列的泛函型几乎处处中心极限定理[J].高校应用数学学报(A辑),2007,22(3):316-322.
作者姓名:陈佳
作者单位:浙江大学,数学系,浙江杭州,310027
摘    要:对于均值为零的平稳相伴随机变量序列,首先证明了在L(n)=EX_1~2 2 sum from n to j=2 Cov(X_1,X_j)是一个缓变函数的条件下的泛函型几乎处处中心极限定理.另外还给出了正则化部分和函数的对数平均几乎处处收敛性.

关 键 词:泛函型几乎处处中心极限定理  相伴随机变量  Wiener过程  缓变函数
文章编号:1000-4424(2007)03-0316-07
收稿时间:2006-07-11
修稿时间:2006-07-11

Functional almost sure central limit theorems for PA sequences
CHEN Jia.Functional almost sure central limit theorems for PA sequences[J].Applied Mathematics A Journal of Chinese Universities,2007,22(3):316-322.
Authors:CHEN Jia
Institution:Dept. of Math., Zhejiang Univ., Hangzhou 310027, China
Abstract:A functional type of almost sure central limit theorem is given for a sequence of stationary associated random variables,under the assumption that L(n)=Var X_1 2 sum from n to j=2 Coy(X_1,X_j) is a slowing varying function at infinity.Furthermore,an almost sure convergence result is established for the logarithmic average of functions of normalized partial sums.
Keywords:functional almost sure central limit theorem  associated random variables  Wiener process  slowing varying function
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