吉林大学学报(理学版)

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截断和乘积几乎处处中心极限定理的注记

赵珈玉1, 高瑞梅2   

  1. 1. 长春理工大学光电信息学院, 长春 130012; 2. 长春理工大学 理学院, 长春 130022
  • 收稿日期:2016-03-12 出版日期:2016-09-26 发布日期:2016-09-19
  • 通讯作者: 高瑞梅 E-mail:gaorm135@nenu.edu.cn

Note on the Almost Sure Central Limit Theorem forProduct of Trimmed Sums

ZHAO Jiayu1, GAO Ruimei2   

  1. 1. College of Optical and Electronical Information, Changchun University of Science and Technology, Changchun 130012,China; 2. College of Science, Changchun University of Science and Technology, Changchun 130022, China
  • Received:2016-03-12 Online:2016-09-26 Published:2016-09-19
  • Contact: GAO Ruimei E-mail:gaorm135@nenu.edu.cn

摘要:

设{Xn, n≥1}为连续独立同中尾分布的正平方可积随机变量序列. 对于固定的常数a>0, Tn(a)=Sn-Sn(a)为截断和. 利用截断和的极限性质及大数定律, 在一般的权重条件下, 证明了截断和乘积的几乎处处中心极限定理.

关键词: 截断和, 几乎处处中心极限定理, 中尾分布, 对数平均

Abstract:

Let {Xn, n≥1} be a sequence of i.i.d. positive square integrable random variables with continuous and independent medium tail distribution function. For a fixed constant a>0, Tn(a)=Sn-Sn(a) denoted the trimmed sum, we proved the almost sure central limit theorem for the product of trimmed sums under the general weight by using the limit properties of the trimmed sums and the law of large numbers.

Key words: trimmed sum, almost sure central limit theorem, medium tail distribution, logarithmic average

中图分类号: 

  • O211.4