谭希丽, 赵世舜, 杨晓云. 线性过程的强逼近和重对数律[J]. 应用概率统计, 2008, 24(3): 225-239.
引用本文: 谭希丽, 赵世舜, 杨晓云. 线性过程的强逼近和重对数律[J]. 应用概率统计, 2008, 24(3): 225-239.
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Tan Xili, Zhao Shishun, Yang Xiaoyun. Strong Approximation and the Law of the Iterated Logarithm for Linear Processes[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 225-239.
Citation: Tan Xili, Zhao Shishun, Yang Xiaoyun. Strong Approximation and the Law of the Iterated Logarithm for Linear Processes[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 225-239.
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线性过程的强逼近和重对数律

Strong Approximation and the Law of the Iterated Logarithm for Linear Processes

    摘要
  • 摘要: 本文讨论由独立同分布随机变量列产生的线性过程的泛函型重对数律和强逼近, 同时又给出由NA随机变量列产生的线性过程的重对数律.

     

    Abstract: In this paper, we prove strong approximations and the functional law of the iterated logarithm for linear processes generated by i.i.d. random variables, and give the law of the iterated logarithm for linear processes generated by NA random variables.

     

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