Precise asymptotics in the complete moment convergence of record times and the associated counting process(纪录时刻及其计数过程矩完全收敛的精确渐近性)
设{Xn, n≥1}是i.i.d.连续型随机变量,μ(n)为记录时刻对应的计数过程,记N为服从标准正态分布的随机变量,证明了µ(n)矩完全收敛的精确渐近性,即当1 < p < 2, δ >-1时,有
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| Format: | Article |
| Language: | zho |
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Zhejiang University Press
2010-01-01
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| Series: | Zhejiang Daxue xuebao. Lixue ban |
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| Online Access: | https://doi.org/10.3785/j.issn.1008-9497.2010.01.004 |