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- 2017
ρ-混合序列的重对数律矩收敛的精确渐近性
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Abstract:
摘要： 假设{Xn,n≥1}为一列严平稳ρ-混合随机变量,期望为零,方差有限。设Sn=∑Xi, Mn=max1≤i≤n|Si|。利用ρ-混合随机变量的矩不等式和中心极限定理,得到了一类ρ-混合随机变量序列部分和以及部分和的最大值重对数矩收敛的精确渐近性。
Abstract: Let {Xn, n≥1}be a sequence of strictly stationary of ρ-mixing random variables with zero means and finite variances. Set Sn=∑Xi, Mn=max1≤i≤n|Si|. Using the moment inequality and the central limit theorem of the ρ-mixing random variables.The precise asymptotics in the law of iterated logarithm for the moment convergence of ρ-mixing random variables of the partial sum and the maximum of the partial sum are obtained
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