Let {X_i;i≥1} be a strictly stationary sequence of associated random variables with mean zero and let σ2=EX2_1+2∞_~j=2 EX_1X_j with 0<σ2<∞.Set S_n=n_~i=1 X_i,the precise asymptotics for _~n≥1 n^rp-2 P(|S_n...Let {X_i;i≥1} be a strictly stationary sequence of associated random variables with mean zero and let σ2=EX2_1+2∞_~j=2 EX_1X_j with 0<σ2<∞.Set S_n=n_~i=1 X_i,the precise asymptotics for _~n≥1 n^rp-2 P(|S_n|≥εn^1p ),_~n≥1 1nP(|S_n|≥εn^1p ) and _~n≥1 (log n)δnP(|S_n|≥εnlogn) as ε0 are established.展开更多
Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers s...Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.展开更多
Let {Xn,n ≥ 1} be a strictly stationary LNQD （LPQD） sequence of positive random variables with EX1 = μ 〉 0, and VarX1 = σ^2 〈 ∞. Denote by Sn = ∑i=1^n Xi and γ = σ/μ the coefficients of variation. In this ...Let {Xn,n ≥ 1} be a strictly stationary LNQD （LPQD） sequence of positive random variables with EX1 = μ 〉 0, and VarX1 = σ^2 〈 ∞. Denote by Sn = ∑i=1^n Xi and γ = σ/μ the coefficients of variation. In this paper, under some suitable conditions, we show that a general law of precise asymptotics for products of sums holds. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in the study of complete convergence.展开更多
Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞｜aj｜ 〈 ∞. Define a moving average pro...Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞｜aj｜ 〈 ∞. Define a moving average process Xt = ∑j=-∞^∞aj＋tEj,t ≥ 1, and Sn = ∑t=1^n Xt,n ≥ 1. In this article, by using the weak convergence theorem of { Sn/√ n _〉 1}, we study the precise asymptotics of the complete convergence for the sequence {Xt; t ∈ N}.展开更多
In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑...In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/｜n｜（log｜n｜dP（｜Sn/Vn｜≥ε√log log｜n｜） and ∑n（logn｜）b/｜n｜（log｜n｜）^d-1P（｜Sn/Vn｜≥ε√log n）,as ε↓0,is established.展开更多
Let {ζ,-co 〈 i 〈 ∞} be a doubly infinite sequence of identically distributed φ-mixing random variables with zero means and finite variances, {ai, -∞〈 i 〈 ∞} be an absolutely summable sequence of real numbers ...Let {ζ,-co 〈 i 〈 ∞} be a doubly infinite sequence of identically distributed φ-mixing random variables with zero means and finite variances, {ai, -∞〈 i 〈 ∞} be an absolutely summable sequence of real numbers and Xk = ∑＋∞ i=-∞ ai{ζi＋k be a moving average process. Under some proper moment conditions, the precise asymptotics are established for展开更多
设{εt;t∈Z+}是一严平稳零均值的LPQD随机变量序列,并且0<Eε12<∞,σ2=Eε12+2sum from j=2 to ∞ (Eε1εj),0<σ2<∞,{aj;j∈N}是一实数序列,满足sum from j=0 to ∞ |aj|<∞.定义线性过程Xt=sum from j=0 to ∞ (a...设{εt;t∈Z+}是一严平稳零均值的LPQD随机变量序列,并且0<Eε12<∞,σ2=Eε12+2sum from j=2 to ∞ (Eε1εj),0<σ2<∞,{aj;j∈N}是一实数序列,满足sum from j=0 to ∞ |aj|<∞.定义线性过程Xt=sum from j=0 to ∞ (ajεt-j),t≥1,并令Sn=sum from t=1 to n Xt,Mn=max|Sk|,k≤n n≥1.利用弱收敛定理和矩不等式,对一般的拟权函数和边界函数,证明了{Mn}和{Sn}的精确渐近性.展开更多
设{ξ1,ξ2,…,ξn}为来自[0,1]上服从均匀分布的独立同分布样本,产生的经验过程为Fn(t)=n^(-1/2)sum from i=1 to n( (I{ξi≤t}-t)),0≤t≤1,‖Fn‖=sup 0≤t≤1 Fn(t).利用经验过程的弱收敛定理和尾概率不等式,对一般的边界函数和拟...设{ξ1,ξ2,…,ξn}为来自[0,1]上服从均匀分布的独立同分布样本,产生的经验过程为Fn(t)=n^(-1/2)sum from i=1 to n( (I{ξi≤t}-t)),0≤t≤1,‖Fn‖=sup 0≤t≤1 Fn(t).利用经验过程的弱收敛定理和尾概率不等式,对一般的边界函数和拟权函数得到了矩完全收敛性精确渐近性的一般形式.展开更多
文摘Let {X_i;i≥1} be a strictly stationary sequence of associated random variables with mean zero and let σ2=EX2_1+2∞_~j=2 EX_1X_j with 0<σ2<∞.Set S_n=n_~i=1 X_i,the precise asymptotics for _~n≥1 n^rp-2 P(|S_n|≥εn^1p ),_~n≥1 1nP(|S_n|≥εn^1p ) and _~n≥1 (log n)δnP(|S_n|≥εnlogn) as ε0 are established.
基金National Natural Science Foundation of China(10571073).
文摘Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.
基金Supported by National Natural Science Foundation of China (Grant No. 10571073)
文摘Let {Xn,n ≥ 1} be a strictly stationary LNQD （LPQD） sequence of positive random variables with EX1 = μ 〉 0, and VarX1 = σ^2 〈 ∞. Denote by Sn = ∑i=1^n Xi and γ = σ/μ the coefficients of variation. In this paper, under some suitable conditions, we show that a general law of precise asymptotics for products of sums holds. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in the study of complete convergence.
基金supported by National Natural Science Foundation of China (No. 10571073)
文摘Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞｜aj｜ 〈 ∞. Define a moving average process Xt = ∑j=-∞^∞aj＋tEj,t ≥ 1, and Sn = ∑t=1^n Xt,n ≥ 1. In this article, by using the weak convergence theorem of { Sn/√ n _〉 1}, we study the precise asymptotics of the complete convergence for the sequence {Xt; t ∈ N}.
文摘In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/｜n｜（log｜n｜dP（｜Sn/Vn｜≥ε√log log｜n｜） and ∑n（logn｜）b/｜n｜（log｜n｜）^d-1P（｜Sn/Vn｜≥ε√log n）,as ε↓0,is established.
基金Supported by National Science Foundation of China (Grant No. 11171303)Specialized Research Fund for Doctor Program of Higher Education (Grant No. 20090101110020)Foundation of Zhejiang Educational Committee (Grant No. Y201120141)
文摘Let {ζ,-co 〈 i 〈 ∞} be a doubly infinite sequence of identically distributed φ-mixing random variables with zero means and finite variances, {ai, -∞〈 i 〈 ∞} be an absolutely summable sequence of real numbers and Xk = ∑＋∞ i=-∞ ai{ζi＋k be a moving average process. Under some proper moment conditions, the precise asymptotics are established for
文摘设{εt;t∈Z+}是一严平稳零均值的LPQD随机变量序列,并且0<Eε12<∞,σ2=Eε12+2sum from j=2 to ∞ (Eε1εj),0<σ2<∞,{aj;j∈N}是一实数序列,满足sum from j=0 to ∞ |aj|<∞.定义线性过程Xt=sum from j=0 to ∞ (ajεt-j),t≥1,并令Sn=sum from t=1 to n Xt,Mn=max|Sk|,k≤n n≥1.利用弱收敛定理和矩不等式,对一般的拟权函数和边界函数,证明了{Mn}和{Sn}的精确渐近性.
文摘设{ξ1,ξ2,…,ξn}为来自[0,1]上服从均匀分布的独立同分布样本,产生的经验过程为Fn(t)=n^(-1/2)sum from i=1 to n( (I{ξi≤t}-t)),0≤t≤1,‖Fn‖=sup 0≤t≤1 Fn(t).利用经验过程的弱收敛定理和尾概率不等式,对一般的边界函数和拟权函数得到了矩完全收敛性精确渐近性的一般形式.
