On Chover's LIL for the weighted sums of stable random variables

被引：3
|
作者：
Chen, PY
Yu, JH
机构：
[1] Jinan Univ, Dept Math, Guangzhou 510630, Peoples R China
[2] Chinese Acad Sci, Wuhan Inst Phys & Math, Wuhan 430071, Peoples R China
来源：
ACTA MATHEMATICA SCIENTIA | 2003年 / 23卷 / 01期
关键词：
stable random variable; integral test; LIL;
D O I：
10.1016/S0252-9602(17)30148-0
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Let {X-n, n greater than or equal to 1} be a sequence of a-stable random variables(0 < alpha < 2), {a(ni), 1 less than or equal to i less than or equal to n, n greater than or equal to 1} be an array of constant real numbers. Under some restriction of {a(ni), 1 less than or equal to i < n, n greater than or equal to 1}, the authors discuss the integral test for the weighted partial sums {Sigma(i=1)(n) a(ni)X(i), n greater than or equal to 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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