吉林大学学报(理学版)

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ρ--混合序列部分和之和乘积的几乎处处中心极限定理

曹阳, 吴群英   

  1. 桂林理工大学 理学院, 广西 桂林 541004
  • 收稿日期:2015-01-23 出版日期:2015-11-26 发布日期:2015-11-23
  • 通讯作者: 吴群英 E-mail:wqy666@glut.edu.cn

Almost Sure Central Limit Theorem for Products ofSums of Partial Sums for ρ--Mixing Sequences

CAO Yang, WU Qunying   

  1. School of Science, Guilin Univercity of Technology, Guilin 541004, Guangxi Zhuang Autonomous Region, China
  • Received:2015-01-23 Online:2015-11-26 Published:2015-11-23
  • Contact: WU Qunying E-mail:wqy666@glut.edu.cn

摘要:

设{X,Xn}n∈N为一严平稳的ρ-混合随机变量序列, 利用混合序列加权和的中心极限定理及矩不等式, 获得了权重为dk=k-1exp{logαk}(0≤α<1/2)的ρ--混合序列部分和之和乘积的几乎处处中心极限定理.

关键词: 几乎处处中心极限定理, &rho, --混合序列, 部分和之和的乘积

Abstract:

Let {X,Xn}n∈N be a strictly stationary sequence of ρ--mixing random variables, on the basis of which almost sure central limit theorem with  weight dk=k-1exp{logαk}(0≤α<1/2) was obtained for the product of sums of partial sums by virtue of central limit theorem of weighted sums  and the moment inequality.

Key words: almost sure central limit theorem, ρ--mixing sequences, product of sums of partial sums

中图分类号: 

  • O211.4