Studentized Increments of Partial Sums  被引量:2

Studentized Increments of Partial Sums

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作  者:CsorgoMiklos 林正炎 邵启满 

机构地区:[1]Carleton University,Ottawa kIS 5B6,Canada [2]Department of Mathematics,Hangzhou'University hang zhou 31000,PRC

出  处:《Science China Mathematics》1994年第3期265-276,共12页中国科学:数学(英文版)

基  金:Project supported by the National Natural Science Foundation of China;an NSERC Canada grant of M.Csorgo at Carletoa University of Canada;the Fok Yingtung Education Foundation;an NSERC Canada Scientific Exchange Award at Carleton University

摘  要:Using suitable self-normalization for partial sums of i.i.d.random variables,Griffin and Kuelbs established the law of the iterated logarithm for all distributions in the domain of attraction of a normal law.We obtain the corresponding results for Studentized increments of partial sums under thesame condition.Using suitable self-normalization for partial sums of i.i.d.random variables,Griffin and Kuelbs established the law of the iterated logarithm for all distributions in the domain of attraction of a normal law.We obtain the corresponding results for Studentized increments of partial sums under thesame condition.

关 键 词:increments of partial sums SELF-NORMALIZATION domain of attraction of a normal law 

分 类 号:O211.5[理学—概率论与数理统计]

 

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