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.
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Format: | Article |
Language: | zho |
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Zhejiang University Press
2006-05-01
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Series: | Zhejiang Daxue xuebao. Lixue ban |
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Online Access: | https://doi.org/zjup/1008-9497.2006.33.3.255-259 |