独立与NA列部分和的精致渐近性  

Precise Asymptotics of Partial Sums for IID and NA Sequences

作　　者：成凤旸[1] 王岳宝[1] 

机构地区：[1]苏州大学数学科学学院,苏州215006

出　　处：《数学学报（中文版）》2004年第5期965-972,共8页Acta Mathematica Sinica：Chinese Series

基　　金：国家自然科学基金资助项目(10271087);江苏省教育厅自然科学基金资助项目(02KJB110002)

摘　　要：令{X,Xi:i≥1)为属于非退化稳定分布一般吸引场的独立同分布随机变量列,Sn=∑i=1nXi.本文对十分广泛的拟权函数和边界函数得到了Sn的精致渐近的结果和正态吸引场强平稳NA列部分和的精致渐近的结果,改进并推广了Wang等的结果,从而使此前关于独立列和NA列部分和精致渐近性方面的许多经典的和最新的结果都可以包括在本文的框架之内.Let {X, Xi : i ≥ 1} be a sequence of iid random variables which belongs to the domain of attraction of a nondegenerate stable distribution and let Sn = ∑i=1n Xi. A result on the precise asymptotics of Sn for wide range weighted functions and boundary functions is obtained. The results of precise asymptotics of partial sums for strictly stationary NA sequence are obtained. The results in Wang etc. are improved and extended. Many important results from the literatures are obtained easily as corollaries.

关 键 词：精致渐近性 NA列 部分和 

分 类 号：O211.4[理学—概率论与数理统计]