您的位置:山东大学 -> 科技期刊社 -> 《山东大学学报(理学版)》

《山东大学学报(理学版)》 ›› 2021, Vol. 56 ›› Issue (12): 78-83.doi: 10.6040/j.issn.1671-9352.0.2021.447

• • 上一篇    

阵列自正则和的单对数律

柯春梅1,陈亮陆1,黄颖强2*   

  1. 1.暨南大学统计学系, 广东 广州 510630;2.广州华商学院数据科学学院, 广东 广州 511300
  • 发布日期:2021-11-25
  • 作者简介:柯春梅(1987— ), 女, 硕士, 助教, 研究方向为概率极限理论. E-mail:212618310@qq.com*通信作者简介:黄颖强(1961— ), 男, 副教授, 研究方向为大样本理论及应用. E-mail:acc2009@163.com

Law of the single logarithm for the self-normalized sums for arrays

KE Chun-mei1, CHEN Liang-lu1, HUANG Ying-qiang2*   

  1. 1. Department of Statistics, Jinan University, Guangzhou 510630, Guangdong, China;
    2. School of Data Science, Guangzhou Huashang College, Guangzhou 511300, Guangdong, China
  • Published:2021-11-25

摘要: 利用随机变量序列自正则和的中偏差理论,研究了随机变量阵列自正则和的单对数律,推广了已有的结果。作为应用,给出了随机变量阵列t-统计量的单对数律。

关键词: 自正则和, 单对数律, 阵列, 中偏差

Abstract: By the self-normalized sum moderate deviations, the law of the single logarithm for the self-normalized sums for arrays is obtained, which generalizes the current results. As the application, the law of the single logarithm for the t-statistics of arrays is derived.

Key words: self-normalized sum, law of the single logarithm, array, moderate deviation

中图分类号: 

  • O211.4
[1] 林正炎,陆传荣,苏中根. 概率极限理论基础[M]. 北京:高等教育出版社,1999. LIN Zhengyan, LU Chuanrong, SU Zhonggen. Foundations of probability limit theory[M]. Beijing: Higher Education Press, 1999.
[2] LI D L, RAO M B, TOMKINS R J. A strong law for B-valued arrays[J]. Proceedings of the American Mathematical Society, 1995, 123(10):3205-3212.
[3] QI Y C. On the strong convergence of arrays[J]. Bulletin of the Australian Mathematical Society, 1994, 50(2):219-223.
[4] 张国辉, 陈平炎. 阵列的Chung型单对数律[J]. 数学学报, 2017,60(5):883-888. ZHANG Guohui, CHEN Pingyan. Chungs type law of the single logarithm for arrays[J]. Acta Mathematica Sinica, Chinese Series, 2017, 60(5):883-888.
[5] 冯志伟. 阵列的单对数极限律[J]. 山东大学学报(理学版), 2014, 49(7):75-79. FENG Zhiwei. The limit law of the single logarithm for arrays[J]. Journal of Shandong University(Natural Science), 2014, 49(7):75-79.
[6] 刘洋,冯志伟,陈平炎. 随机变量阵列的几乎处处中心极限定理[J]. 山东大学学报(理学版), 2016, 51(6):24-29. LIU Yang, FENG Zhiwei, CHEN Pingyan. Almost sure central limit theorem for arrays of random variables[J]. Journal of Shandong University(Natural Science), 2016, 51(6):24-29.
[7] CHEN P Y, YE X Q, HU T C. A strong law and a law of the single logarithm for arrays of rowwise independent random variables [J]. Statistics & Probability Letters, 2016, 110(3):169-174.
[8] GRIFFIN P, KUELBS J. Self-normalized laws of the iterated logarithm[J]. Annals of Probability, 1989, 17(4):1571-1601.
[9] FELLER W. An introduction to probability theory and its applications(II)[M]. New Deli: John Wiley & Sons, 1965.
[10] SHAO Q M. Self-normalized large deviations[J]. Annals of Probability, 1997, 25(1):285-328.
[11] HARVATH L, SHAO Q M. Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation[J]. Annals of Probability, 1996, 24(3):1368-1387.
[12] KATZ M L. The probability in the tail of a distribution[J]. The Annals of Mathematical Statistics, 1963, 34(1):312-318.
[1] 刘洋,冯志伟,陈平炎. 随机变量阵列的几乎处处中心极限定理[J]. 山东大学学报(理学版), 2016, 51(6): 24-29.
[2] 谭闯, 郭明乐, 祝东进. 行为ND随机变量阵列加权和的矩完全收敛性[J]. 山东大学学报(理学版), 2015, 50(06): 27-32.
[3] 冯志伟. 阵列的单对数极限律[J]. 山东大学学报(理学版), 2014, 49(07): 75-79.
[4] 许日丽,郭明乐. 行为ND随机变量阵列加权和的矩完全收敛性[J]. J4, 2013, 48(6): 9-13.
[5] 潘晓中1,2,罗鹏1,刘方明1,雷雨1. 基于FPGA的数字认证相机设计[J]. J4, 2012, 47(11): 59-66.
[6] 陈晓林 吴群英. 行混合阵列加权和最大值的完全收敛性[J]. J4, 2010, 45(2): 20-25.
[7] 管总平,孙友彬. 随机变量阵列的强收敛性[J]. J4, 2009, 44(12): 56-59.
[8] 谭成良,吴群英,田国华 . 行为ρ-混合随机变量阵列加权和的完全收敛性[J]. J4, 2008, 43(6): 87-91 .
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!