Sufficient and Necessary Conditions for Limit Laws on Lag Sums of I. I. D. R. V. S
Sufficient and Necessary Conditions for Limit Laws on Lag Sums of I. I. D. R. V. S出 版 物:《Acta Mathematica Sinica,English Series》 (数学学报(英文版))
年 卷 期:1998年第14卷第1期
页 面:113-124页
核心收录:
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
基 金:National Natural Science Foundation of China and China Postdoctoral Science Foundation
主 题:Strong approximation Wiener process Lag sums of i.i.d.r.v.s Chernoff function
摘 要:Let {X, Xn;n≥1} be a sequence of i.i.d.r.v.s with EX=0 and EX2=σ2(0n=sum from i=1 to n Xl We obtain some sufficient and necessary conditions for lim sup max max |SN-SN-j|/{2σ2k(log N/k+log logk)}1/2=1 a,s to hold, get the widest range of k’s and answer a question of Hanson and Russo(1983).