Asymptotic distribution of the product of ϕ-mixing sums(ϕ-混合序列部分和乘积的渐近正态性)

关于一列独立同分布正随机变量部分和乘积的渐近性性质,已得出了一系列结果.本文把独立性推广到相依随机变量的情形,对一列强平稳平方可积的正ϕ-混合序列{Xn,n≥ 1}进行讨论,若满足则其部分和的乘积渐近对数正态.

Bibliographic Details
Main Author: HUXing(胡星)
Format: Article
Language:zho
Published: Zhejiang University Press 2006-05-01
Series:Zhejiang Daxue xuebao. Lixue ban
Subjects:
Online Access:https://doi.org/zjup/1008-9497.2006.33.3.255-259