Convergence on randomly trimmed sums with a ψ-mixing sample:

被引:0
|
作者
林正炎
机构
[1] China
[2] Department of Mathematics
[3] Hangzhou 310028
[4] Hangzhou University
基金
中国国家自然科学基金;
关键词
randomly trimmed sums; ψ-mixing; a.s; convergence; asymptotic normality;
D O I
暂无
中图分类号
O242.2 [近似计算];
学科分类号
070102 ;
摘要
where αnand βnare integers with 0≤αn<βn≤n. For an i.i.d, sequence {Xn}, many authors studied the asymptotic behavior of the trimmed sums Tn. In this note, we try extending the research extent in two directions. First, we assume that {Xn} is φ-mixing.Moreover, αnand βnmay be positive integer-valued random variables satisfying the convergence of the trimming fractions αn/n and βn/n to random variables α and β respectively with 0≤α<β≤1 in some sense. It seems to have not been studied for these two cases. A central limit theorem for this kind of randomly trimmed sum is established. Moreover we also show a strong law of large numbers.
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页码:1497 / 1500
页数:4
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