φ混合随机变量部分和过程的滞后增量有多大
HOW BIG ARE THE LAG INCREMENTS OF PARTIAL SUMS OF φ-MIXING SEQUENCE
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摘要: 相依随机变量部分和过程的滞后增量有多大?本文回答了这个问题。在适当的混合条件下,有:\lim _B \rightarrow \infty \max _a_2 < k \in N \frac\left|S_N-S_N-K\right|\sigma_N K\2\lg (N / K)+\lg \lg K\^\frac12=1a.s.Abstract: How big are the lag increments of partial sums of dependent random variables? In this paper, the question will be answered: In suitable mixing conditions, We have:\lim _B \rightarrow \infty \max _a_2 < k \in N \frac\left|S_N-S_N-K\right|\sigma_N K\2\lg (N / K)+\lg \lg K\^\frac12=1a.s.
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