摘要
设{X,Xn}n∈N是平稳正的负相关(negatively associated,NA)随机变量序列,证明自正则某些部分和乘积k(k∏(Sk,i/((k-1)μ)))μ/(βVk)的几乎处处中心极限定理,其中β>0为一常数,E(X)=μ,Sk,i=∑Xj-Xi,1≤i=1j=1k i≤k,V2k=∑(Xi-μ)2。获得的结果不仅将其权重进行了推广而且也扩大了随机变量的范围。
Let { X,Xn}n∈Nbe a stationary sequence of NA positive random variables. W e proved an alm ost sure k central lim it theorem for the self-norm alized products of som e partial sum s( ∏( Sk,i/(( k- 1) μ)))μ /( βVk),where i = 1k kβ 0 was a constant,E( X) = μ,S2 k,i= ∑Xj- Xi,1 ≤ i ≤ k,V k= ∑( Xi- μ)2. The results generalize not only j = 1i = 1on the weigh of the alm ost sure central lim it theorem but also in the range of random variables.
出处
《山东大学学报(理学版)》
CAS
CSCD
北大核心
2016年第2期50-57,共8页
Journal of Shandong University(Natural Science)
基金
国家自然科学基金资助项目(11361019)
广西自然科学基金重点项目(2013GXNSFDA019001)
关键词
NA列
自正则
几乎处处中心极限定理
部分和乘积
NA sequences
self-normalized
almost sure central limit theorem
products of sums