Acta mathematica scientia,Series A ›› 2002, Vol. 22 ›› Issue (4): 512-517.
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SU Chun, JIANG Tao, TANG Qi-He
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国家自然科学基金(10071081)和中国科学院特别支持经费资助
Abstract:
该文给出了Logistic分布纪录值序列部分和的中心极限定理;对于Pareto分布纪录值序列的部分和T_n,获得了lnT_n的中心极限定理.这一工作不仅具有概率论的极限理论方面的研究价值,而且在金融、保险等领域也具有相当重要的应用前景.
Key words: Logistic分布;Pareto分布;纪录值序列的部分和;中心极限定理
CLC Number:
SU Chun, JIANG Tao, TANG Qi-He. Central Limit Theorem for Partial Sums of Two Kinds of Records [J].Acta mathematica scientia,Series A, 2002, 22(4): 512-517.
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