PA序列Davis大数定律的精确渐近性 |
| |
引用本文: | 谭希丽,;王敏会.PA序列Davis大数定律的精确渐近性[J].吉林林学院学报,2007(6):481-483. |
| |
作者姓名: | 谭希丽 ;王敏会 |
| |
作者单位: | [1]北华大学数学学院,吉林吉林132033; [2]青岛农业大学理学院,山东青岛266109 |
| |
基金项目: | 国家自然科学基金(10571073) |
| |
摘 要: | 设{Xi;i≥1}是一严平稳零均值PA随机变量序列,EX1^2〉0,σ^2=EX1^2+2 ^∞∑j=2 EX1Xj,并且0〈σ^2〈∞.令Sn=^n∑i=1 Xi,n≥1.利用部分和Sn的弱收敛定理,证明了当ε→0时,^∞∑n=1 (logn)^δ/n P{Sn≥ε√nlogn}的精确渐近性成立.
|
关 键 词: | PA序列 Davis大数定律 精确渐近性 |
Precise Asymptotics in the Davis Law of Large Numbers of PA Sequences |
| |
Institution: | TAN Xi-li, WANG Min-hui (1. Mathematics College of Beihua University ,Jilin 132033, China ; 2. Science College of Qingdao Agricultural University, Qingdao 266109, China ) |
| |
Abstract: | Let {Xi;i≥1} be a strictly stationary sequence of PA random variables with mean zeros, and EX1^2〉0,σ^2=EX1^2+2 ^∞∑j=2 EX1Xj with 0〈σ^2〈∞.Let Sn=^n∑i=1,n≥1.By the weak convergence theorem of the partial sum Sn, the precise asymptotics for ^∞∑n=1 (logn)^δ/n P{Sn≥ε√nlogn} as ε→0 are established. |
| |
Keywords: | PA sequence Davis law of large numbers Precise asymptotics |
本文献已被 维普 等数据库收录! |
|