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和的乘积的重对数律

陈平炎   

  1. 暨南大学数学系 广州 510630
  • 收稿日期:2004-08-19 修回日期:2006-10-14 出版日期:2008-02-25 发布日期:2008-02-25
  • 通讯作者: 陈平炎
  • 基金资助:
    国家自然科学基金(60574002)资助

On the Law of the Iterated Logarithm for Products of Sums

Chen Pingyan   

  1. Department of Mathematics, Jinan University, Guanzhou 510630
  • Received:2004-08-19 Revised:2006-10-14 Online:2008-02-25 Published:2008-02-25
  • Contact: Chen Pingyan

摘要: 设{X,Xn,n≥1}是独立的或φ -混合的或 ρ -混合的正的平稳随机变量序列,或$\{X,Xn,n≥1}$是正的随机变量序列使得{Xn-EX,n≥1\} 是平稳遍历的鞅差序列,记Sn=\sum\limitsn_{j=1}Xj, n≥1 . 该文在条件EX=μ> 0 及0 Var(X)<∞下,证明了部分和的乘积$\prod\limits^n_{j=1}S_j/n!\mu^n$在合适的正则化因子下的某种重对数律.

关键词: 部分和的乘积, 重对数律, 混合序列

Abstract: Let $\{X,X_n,n\geq1\}$ be a stationary stochastic sequence of
independent, or $\varphi$-mixing, or $\rho$-mixing positive random variables, or $\{X,X_n,n\geq1\}$ be a positive random variable sequence such that $\{X_n-EX,n\geq1\}$ is a stationary ergodic martingale differences, and set $S_n=\sum\limits^n_{j=1}X_j$ for $n\geq1 $. This paper proves certain law of the iterated logarithm for properly normalized products of the partial sums, $\prod\limits^n_{j=1}S_j/n!\mu^n$ when $EX=\mu>0$ and $0<{\rm Var}(X)<\infty$.

Key words: Product of sum, Laws of the iterated logarithm, Mixing sequence.

中图分类号: 

  • 60F15