数学物理学报 ›› 2013, Vol. 33 ›› Issue (4): 787-792.

• 论文 • 上一篇    

重尾随机变量序列滑动平均过程的极限性质

李炜|甘师信   

  1. 仲恺农业工程学院计算科学学院 广州 510225;武汉大学数学与统计学院 武汉 430072
  • 收稿日期:2011-12-19 修回日期:2012-11-04 出版日期:2013-08-25 发布日期:2013-08-25
  • 基金资助:

    国家自然科学基金(11271161)资助

Asymptotic Behavior of Moving Average Processes Associated to Heavy-Tailed Distributions

 LI Wei, GAN Shi-Xin   

  1. College of Computation Science, Zhongkai University of Agriculture and Engineering, Guangzhou |510225; College of Mathematics and Statistics, Wuhan University, Wuhan |430072
  • Received:2011-12-19 Revised:2012-11-04 Online:2013-08-25 Published:2013-08-25
  • Supported by:

    国家自然科学基金(11271161)资助

摘要:

对分布属稳定分布吸引场的独立同分布随机变量序列的滑动平均过程, 用积分检验刻画了其极限性质. 作为应用, 获得了相应的Chover型重对数律.

关键词: 重对数律, 积分检验, 稳定分布吸引场

Abstract:

We present an integral test that determines the limiting behavior of moving average processes of independent identically distributed random variables belonging to the domain of a stable law, and deduce a version of Chover's law of the
iterated logarithm.

Key words: Law of the iterated logarithm, Integral test, Domain of attraction of a stable law

中图分类号: 

  • 60F15