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

被引:0
|
作者
陈平炎
余旌胡
机构
基金
中国国家自然科学基金;
关键词
Stable random variable; integral test; LIL;
D O I
暂无
中图分类号
O211.6 [随机过程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let {Xn,n ≥ 1} be a sequence of α-stable random variables(0 < α < 2), {ani,1 ≤ i≤ n, n≥1} be an array of constant real numbers. Under some restriction of {ani,1 ≤ i ≤ n,n≥1}, the authors discuss the integral test for the weighted partial sums {Σi=1naniXi,n ≥ 1}, and obtain the Chover’s laws of iterated logarithm(LIL) as corollaries.
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页码:74 / 82
页数:9
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