数学物理学报(英文版) ›› 2003, Vol. 23 ›› Issue (1): 74-82.

• 论文 • 上一篇    下一篇

ON CHOVER’S LIL FOR THE WEIGHTED SUMS OF STABLE RANDOM VARIABLES

 陈平炎, 余旌胡   

  1. Department of Mathematics, Jinan University, Guangzhou 510630, China Wuhan Institute of Physics and Mathematics, The Chinese Academy of Sciences, Wuhan 430071, China
  • 出版日期:2003-01-06 发布日期:2003-01-06
  • 基金资助:

    Supported by the National Natural Science Foundation of China (10271120)

ON CHOVER’S LIL FOR THE WEIGHTED SUMS OF STABLE RANDOM VARIABLES

 CHEN Ping-Yan, YU Jing-Hu   

  1. Department of Mathematics, Jinan University, Guangzhou 510630, China Wuhan Institute of Physics and Mathematics, The Chinese Academy of Sciences, Wuhan 430071, China
  • Online:2003-01-06 Published:2003-01-06
  • Supported by:

    Supported by the National Natural Science Foundation of China (10271120)

摘要:

Let {Xn, n  1} be a sequence of -stable random variables(0 < < 2),{ani, 1  i  n, n  1} be an array of constant real numbers. Under some restrictionof {ani, 1  i  n, n  1}, the authors discuss the integral test for the weighted partial sums {Pn i=1 aniXi, n  1}, and obtain the Chover’s laws of iterated logarithm(LIL) as corollaries.

关键词: Stable random variable, integral test, LIL

Abstract:

Let {Xn, n  1} be a sequence of -stable random variables(0 < < 2),{ani, 1  i  n, n  1} be an array of constant real numbers. Under some restrictionof {ani, 1  i  n, n  1}, the authors discuss the integral test for the weighted partial sums {Pn i=1 aniXi, n  1}, and obtain the Chover’s laws of iterated logarithm(LIL) as corollaries.

Key words: Stable random variable, integral test, LIL

中图分类号: 

  • 60F15