ON CHOVER'S LIL FOR THE WEIGHTED SUMS OF STABLE RANDOM VARIABLES

作     者：陈平炎 余旌胡 Chen Pingyan Department of Mathematics, Jinan University, Guangzhou 510630, ChinaYu Jinghu Wuhan Institute of Physics and Mathematics, The Chinese Academy of Sciences, Wuhan 430071, China

作者机构：DepartmentofMathematicsJinanUniversityGuanzhou510630China WuhanInstituteofPhysicsandMathematicsTheChineseAcademyofSciencesWuhan430071China 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2003年第23卷第1期

页      面：74-82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] 0805[工学-材料科学与工程（可授工学、理学学位）] 0714[理学-统计学（可授理学、经济学学位）] 0704[理学-天文学] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the National Natural Science Foundation of China (10271120) 

主　　题：Stable random variable integral test LIL 

摘      要：Let {Xn,n ≥ 1} be a sequence of α-stable random variables(0 α 2), {ani,1 ≤ i≤ n, n≥1} be an array of constant real numbers. Under some restriction of {ani,1 ≤ i ≤ n,n≥1}, the authors discuss the integral test for the weighted partial sums {Σi=1naniXi,n ≥ 1}, and obtain the Chover s laws of iterated logarithm(LIL) as corollaries.