NA随机变量序列加权和的Chover型重对数律  

Chover's Law of Iterated Logarithm for Weighted Partial Sums of NA Random Variables Sequences

作　　者：邱德华[1] 陈平炎[2] 

机构地区：[1]广东财经大学数学与统计学院,广州510320 [2]暨南大学数学系,广州510630

出　　处：《数学物理学报（A辑）》2014年第3期674-683,共10页Acta Mathematica Scientia

基　　金：国家自然科学基金(11271161)资助

摘　　要：利用NA随机变量的指数不等式,对于具有重尾分布的同分布的NA随机变量序列,得到了用积分检验来刻划其加权部分和的极限定理,作为推论还得到了Chover型重对数律.把这些结果应用到经典的可和方式,获得了相应的结果.这些结果推广了已知的一些结论.We establish the integral test for the weighted partial sums of identically distributed NA random variables with heavy-tailed distribution assumption by using the exponential in- equality, and obtain the Chover＇s law of iterated logarithm as a corollary. As applications, the corresponding limit results for some classical summable methods are also established. These results in this paper extend the related known works in the literature.

关 键 词：NA随机变量 重尾分布 重对数律 积分检验 加权部分和 

分 类 号：O211.4[理学—概率论与数理统计]