吉林大学学报(理学版)

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随机序列几乎处处中心极限定理的注记

关丽红, 李映红   

  1. 长春大学 理学院, 长春 130022
  • 收稿日期:2017-03-28 出版日期:2018-03-26 发布日期:2018-03-27
  • 通讯作者: 李映红 E-mail:1363712767@qq.com

A Note on Almost Sure Central Limit Theorems for Random Sequences

GUAN Lihong, LI Yinghong   

  1. School of Science, Changchun University, Changchun 130022, China
  • Received:2017-03-28 Online:2018-03-26 Published:2018-03-27
  • Contact: LI Yinghong E-mail:1363712767@qq.com

摘要: 设{Sk, k≥1}为一随机序列, 满足几乎处处中心极限定理; {Tk, k≥1}为一随机序列, 几乎处处收敛到0或1. 利用极限理论证明{Sk+Tk, k≥1}和{Sk/Tk, k≥1}也满足几乎处处中心极限定理, 并给出其线性过程、 自正则和、 线性模型中误差方差估计、 部分和乘积等实例.

关键词: 自正则和, 几乎处处中心极限定理, 部分和乘积, 线性过程

Abstract: Let {Sk, k≥1} be a random sequence satisfying the almost sure central limit theorem,  and {Tk, k≥1} be a random sequence with Tk→0(or 1) a.s. By using the limit theory, we proved that {Sk+Tk, k≥1} and {Sk/Tk, k≥1} satisfied the almost sure central limit theorem, and gave some examples such as linear processes, selfnormalized sums, error variance estimates in linear models and products of partial sums.

Key words: selfnormalized sum, linear processes, product of partial sum, almost sure central limit theorem

中图分类号: 

  • O211.4