HOW SMALL ARE THE INCREMENTS OF PARTIAL SUMS OF NON-IID RANDOM VARIABLES  

作　　者：邵启满 

机构地区：[1]Department of Mathematics, Hangzhou University, Hangzhou 310028, PRC

出　　处：《Science China Mathematics》1992年第6期675-689,共15页中国科学：数学（英文版）

基　　金：Project supported by the Fok Yingtung Education Foundation,and by the National Natural Science Foundation of China.

摘　　要：Csorgo and Revesz (1981) obtained an elegant result on how ismall the increments ofpartial sums of IID random variables are. But their proof seems some wrong. In this paperwe have not only corrected their proof, but also established the corresponding result forindependent, not necessarily identically distributed random variables under more generaland weaker assumptions.Csorgo and Revesz (1981) obtained an elegant result on how ismall the increments ofpartial sums of IID random variables are. But their proof seems some wrong. In this paperwe have not only corrected their proof, but also established the corresponding result forindependent, not necessarily identically distributed random variables under more generaland weaker assumptions.

关 键 词：INCREMENT law of ITERATED LOGARITHM partial sum. 

分 类 号：N[自然科学总论]