更新过程的叠对数律

THE LAW OF THE ITERATED LOGARITHM FOR RENEWAL PROCESSES

  • 摘要: 本文利用独立同分布随机变量序列部分和的叠对数律收敛速度结果,在一定条件下,研究了一般更新过程的叠对致律及其收敛速度。

     

    Abstract: Starting from recent convergence rates of the law of the iterated logarithm for the partial sums of i. i. d. ramdom variables (of. 9, 10, 11), we develop here some corresponding laws of the iterated logarithm for the extended renewal processes in the case only the first two moments exist.

     

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