Exact strong laws for multidimensionally indexed random variables

被引：0

作者：

Adler, A ^{[1
]}

机构：

[1] IIT, Chicago, IL 60616 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2001年 / 77卷 / 01期

关键词：

almost sure convergence; strong law of large numbers; slow variation;

D O I：

10.1006/jmva.2000.1909

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider independent and identically distributed random variables {X, X-n, n is an element of Z(+)(d)} with either EX = 0 or E \X\ = x. We establish strong laws so that Sigma (\n\ less than or equal to N) a(n)X(n). b(N) --> 1 almost surely. Our procedure selects the constants {a(n), n is an element of Z(+)(d)} and {b(N), N greater than or equal to 1} so that these strong laws obtain in almost any possible setting. (C) 2001 Academic Press.

引用

页码：73 / 83

页数：11

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