摘要
利用SHAO提供的几乎处处中心极限定理的必要条件:在中心极限定理成立的条件下,对任意的Lipschitz函数f,有ε0>0,Var∑ni=11ifσsii=O(log2-ε0n),研究了ρ--混合序列几乎处处中心极限定理,深化和改进了BROSAMLER的结论,并且把NA序列的几乎处处中心定理作为它的一个推论.
An almost sure central limit theorem is established for ρ^- -mixing sequence, which generalizes and improves the main result of Brosamler, the almost sure central limit theorem is obtained for NA sequence as a special case. The proof is based on the conditions provided by Shao; On the conditions of the central limit theorem. If ^ε0〉0,Var(^n∑i=1 1/i f(si/σi))=O(log^2 ^ε0),where f is Lipschitz function.
出处
《浙江大学学报(理学版)》
CAS
CSCD
北大核心
2005年第5期503-505,583,共4页
Journal of Zhejiang University(Science Edition)
基金
国家自然科学基金资助项目(No.10371109)