非相同分布下延迟随机和的极限行为研究及Chover型LIL

IF 0.4 Q4 STATISTICS & PROBABILITY

Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI:10.1090/tpms/1103

M. Sreehari, Pingyan Chen

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引用次数: 0

摘要

我们考虑Sn+an−Sn类型的延迟和，其中an可能是满足一定条件的正整数随机变量，Sn是分布函数Fn∈{G1, G2}的独立随机变量Xn的和。研究了延迟和的极限性质，证明了Chover型迭代对数的一些规律。这些结果扩展了Vasudeva和Divanji(1992)和Chen(2008)的研究结果。

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Study of the limiting behavior of delayed random sums under non-identical distributions setup and a Chover type LIL

We consider delayed sums of the type Sn+an − Sn where an is possibly a positive integer valued random variable satisfying certain conditions and Sn is the sum of independent random variables Xn with distribution functions Fn ∈ {G1, G2}. We study the limiting behavior of the delayed sums and prove laws of the iterated logarithm of Chover type. These results extend the results in Vasudeva and Divanji (1992) and Chen (2008).

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来源期刊

Theory of Probability and Mathematical Statistics STATISTICS & PROBABILITY-

CiteScore

1.30

自引率

0.00%

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