数学物理学报

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功率和的强逼近

陆传荣;   

  1. 浙江财经学院数学与统计学院 杭州 310012
  • 收稿日期:2004-04-15 修回日期:2005-10-20
  • 通讯作者: 陆传荣
  • 基金资助:
    国家自然科学基金(10471126)和浙江省自然科学基金(101016)资助

Stong Approximations of Power Sums

Lu Chuanrong
  

  1. College of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310012
  • Received:2004-04-15 Revised:2005-10-20
  • Contact: Lu Chuanrong

摘要:

设$\{\xi_n, n\geq 1\}$是正的随机变量序列, $\ep \xi_1=\theta>0$, 设$S_n = \sum\limits_{i=1}^n \xi_i, Y_n=n\theta\log (S_n/(n\theta))$. 在该文中, 当$\{\xi_n\}$是独立同分布或强平稳$\varphi$ -混合的正随机变量序列时,作者给出功率和$\{Y_n\}$用Wiener过程的强逼近结果.

关键词: 功率和, 强逼近, Wiener过程

Abstract: Let $\{\xi_n,n\geq 1\}$ be a sequence of positive random variables with $\ep \xi_1=\theta>0$, and $S_n=\sum\limits^n_{n=1}\xi_i, Y_n=n\theta\log (S_n/(n\theta))$. In this article, the author gives strong approximations of power sums $\{Y_n\}$ be Wiener
process when $\{\xi_n\}$ is a sequence of independent identically disributed random variables or a sequence of $\varphi$-mixing stationary random variables.

Key words: Power sums, Strong approximation, Wiener process

中图分类号: 

  • 60F15