Sufficient and Necessary Conditions for Limit Laws on Lag Sums of I. I. D. R. V. S

被引：0

作者：

Zhang Lixin Department of Mathematics

机构：

来源：

Acta Mathematica Sinica,English Series | 1998年 / 01期

基金：

中国国家自然科学基金;

关键词：

Strong approximation; Wiener process; Lag sums of i.i.d.r.v.s; Chernoff function;

D O I：

暂无

中图分类号：

O211.4 [极限理论];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X, X;n≥1} be a sequence of i.i.d.r.v.s with EX=0 and EX~2=σ~2(0<σ<∞).S=sum from i=1 to n XWe obtain some sufficient and necessary conditions forlim sup max max |S-S|/{2σ~2k(log N/k+log logk)}=1 a,sto hold, get the widest range of k’s and answer a question of Hanson and Russo(1983).

引用

页码：113 / 124

页数：12

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