摘要
设{Xn;n≥1}为均值为零,方差有限的同分布鞅差序列.记Sn=∑nk=1Xk,Mn=max k≤n|Sk|,n≥1.假设σ2=EX12.本文讨论了,当ε→0时,P(Mn≥εσ2nloglogn^(1/2))的一类加权级数的精确渐近性质.这些性质与重对数律的速度有关.
Let {Xn;n≥1}be a identical distribution sequence of Martingale Difference random variables with mean zeros and finite variances. Sn=∑nk=1Xk,Mn=max k≤n|Sk|,n≥1. Suppose σ2=EX12. We study the precise asymptotics of a kind of weighted infinite series of P(Mn≥εσ2nloglogn^(1/2)) The results are related to the convergence rates of the law of the iterated logarithm.
出处
《玉林师范学院学报》
2009年第5期26-28,63,共4页
Journal of Yulin Normal University
基金
玉林师范学院2008年度院级一般项目(NO.2008YJYB03)
玉林师范学院2008年度院级青年项目(NO.2008YJQN06)资助
关键词
鞅差序列
精确渐近性
重对数律
Martingale Difference random variables
Precise asymptotic
the law of the iterated logarithm
