稳定分布吸引场中φ-混合随机变量序列加权和的极限性质  

Limiting Behavior of Weighted Sums of Identically Distributed φ-mixing Random Variables

作　　者：来继红[1] 

机构地区：[1]浙江大学数学系,杭州310028

出　　处：《工程数学学报》2005年第4期666-672,共7页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学基金(10371109,10071072).

摘　　要：有关独立同分布随机变量序列加权和的强大数定律,已经有较完善的结果。近来陈平炎等人又研究了具有稳定分布的独立同分布随机变量序列的加权和的极限性质,而且得出有关(?)-混合随机变量序列的重对数律。本文主要是讨论稳定分布吸引场中(?)-混合序列加权和的极限性质,并给出相应的重对数律。The strong laws for weighted sums of i.i.d.r.v.s. have already been obtained. Recently Chen Pingyan has proved the limiting behavior of weighted sums with stable distributions and obtained the Chover's law of iterated logarithm (LIL) for the partial sum of sequence of identically distributed of weighted sums with stable distributions (?)-mixing random variables. The main purpose of this paper is to discuss the limiting behavior of weighed sums of identically distributed (?)-mixing random variable sequence with common distribution in the domain of attraction of stable distribution. Meanwhile the Chover's LIL is derived.

关 键 词：φ-混合随机变量序列 稳定分布 吸引场 

分 类 号：O211.4[理学—概率论与数理统计]