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.
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 |
Similar Items
-
Almost sure central limit theorem of the product of ϕ-mixing sums(ϕ-混合序列部分和乘积的几乎处处中心极限定理)
by: HUXing(胡星), et al.
Published: (2007-09-01) -
Asymptotic distribution of the product of trimmed sums(一类截断部分和乘积的渐近正态性)
by: ZOUHai-lian(邹海连), et al.
Published: (2007-03-01) -
Almost sure central limit theorem for the product of the partial sums under strongly mixing(强混合序列部分和乘积的几乎处处中心极限定理)
by: JINJing-sen(金敬森)
Published: (2007-01-01) -
Ascending order about partial sums of ρ*-mixing sequences and strong convergence(ρ*混合序列部分和上升的阶和强大数律)
by: WANGYue-fen(王月芬)
Published: (2006-05-01) -
Multiplicative Archimedean Copula(乘积阿基米德Copula)
by: WANGQin(王沁), et al.
Published: (2010-03-01)