吉林大学学报(理学版) ›› 2022, Vol. 60 ›› Issue (4): 873-880.

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NA序列部分和之和乘积的极限定理

李雪峰, 陆冬梅   

  1. 长春电子科技学院, 长春 130114
  • 收稿日期:2021-10-10 出版日期:2022-07-26 发布日期:2022-07-26
  • 通讯作者: 陆冬梅 E-mail:loverpotato@163.com

Limit Theorems of Products of Sums of Partial Sums of NA Sequence

LI Xuefeng, LU Dongmei   

  1. Chuangchun College of Electronic Technology, Changchun 130114, China
  • Received:2021-10-10 Online:2022-07-26 Published:2022-07-26

摘要: 设{Xn, n≥1}是一严平稳正值负相关(NA)随机变量序列, 满足EX1=μ>0,  Var X12<∞. 首先利用NA序列加权和的中心强极限定理和矩不等式证明, 其中N为标准正态随机变量; 其次, 对于边界函数和拟权函数给出NA序列部分和之和乘积的完全收敛性中精确渐近性的一般结果.

关键词: NA序列, 部分和之和乘积, 渐近分布, 精确渐近性

Abstract: Let {Xnn, n≥1} be a strictly stationary negatively associated (NA) sequence of positive random variables with EX1=μ>0, and
 Var X12<∞. Firstly, by using the central strong limit theorems and moment inequalities of weighted sums of NA sequence, 
where N is a standard normal random variable. Secondly, we give a general result of precise asymptotics in complete convergence for products of sums of partial sums of NA sequence for the boundary function and quasi weight function.

Key words: NA sequence, product of sums of partial sums, asymptotic distribution, precise asymptotics

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