正相协列乘积和的重对数律与强大数律  

THE LAW OF ITERATED LOGARITHM AND STRONG LAW OF LARGE NUMBERS FOR PRODUCT SUMS OF PA SEQUENCES

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作  者:刘亦农[1] 王岳宝[2] 

机构地区:[1]南京财经大学应用数学系,南京210003 [2]苏州大学数学科学学院,苏州215006

出  处:《系统科学与数学》2006年第5期609-618,共10页Journal of Systems Science and Mathematical Sciences

摘  要:证明了强平稳正相协列乘积和的重对数律与不同分布正相协列乘积和的强大数律,指出了部分和服从强大数律但乘积和未必服从强大数律这一事实,并讨论了定理2中一个条件的必要性.In this paper, the law of iterated logarithm for product sums of positive associated sequences with the strong stability and the strong law of large numbers for product sums of positive associated sequences with different distributions are proved. It is pointed out that the law of large numbers for product sums does not necessarily hold even though the law of large numbers for partial sums holds. Also the necessity of a condition in Theorem 2 is discussed.

关 键 词:正相协 乘积和 重对数律 强大数律 

分 类 号:O211[理学—概率论与数理统计]

 

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