Strong Approximation Theorems for Sums of Random Variables when Extreme Terms are Excluded
Strong Approximation Theorems for Sums of Random Variables when Extreme Terms are Excluded作者机构：Department of Mathematics Zhejiang University Hangzhou P. R. China
出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)
年 卷 期：2002年第18卷第2期
页 面：311-326页
核心收录：
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金：Supported by National Natural Science Foundation of China(No.10071072)
主 题：Strong approximation Extreme value Strong law of large numbers Complete convergence
摘 要：Let{X_n:n≥1}be a sequence of *** variables and let X_n^((r))=X_j if|X_j| is the r-th maximum of |X_1|……|X_n|.Let S_n=X_1+…+X_n and ^(r)S_n=S_n(X_n^(1)+…+X_n^(r)).Sufficient and necessary conditions for ^(r)S_n approximating to sums of independent normal random variables are *** approximation results,the convergence rates of the strong law of large numbers for ^(r)S_n are studied.
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