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.

引用

页码：74 / 82

页数：9

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