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Precise Asymptotics in the Baum-Katz and Davis Laws of Large Numbers of ρ-mixing Sequences
作者姓名:Wei  HUANG  Ye  JIANG  Li  Xin  ZHANG
作者单位:Department of Mathematics, Zhejiang University, Hangzhou 310028, P. R. China
基金项目:Research supported by Natural Science Foundation of China (No. 10071072)
摘    要:Let {X,Xn;n ≥ 1} be a strictly stationary sequence of ρ-mixing random variables with mean zeros and finite variances. Set Sn =∑k=1^n Xk, Mn=maxk≤n|Sk|,n≥1.Suppose limn→∞ESn^2/n=:σ^2〉0 and ∑n^∞=1 ρ^2/d(2^n)〈∞,where d=2 if 1≤r〈2 and d〉r if r≥2.We prove that if E|X|^r 〈∞,for 1≤p〈2 and r〉p,then limε→0ε^2(r-p)/2-p ∑∞n=1 n^r/p-2 P{Mn≥εn^1/p}=2p/r-p ∑∞k=1(-1)^k/(2k+1)^2(r-p)/(2-p)E|Z|^2(r-p)/2-p,where Z has a normal distribution with mean 0 and variance σ^2.

关 键 词:混合序列  Davis定律  随机变量  尾概率  Baum-Katz定律
收稿时间:2002-11-27
修稿时间:2002-11-272003-05-23
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