A Law of Iterated Logarithm for Weighted Sums of Mixing Sequences of Random Variables
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概要
- 論文の詳細を見る
Chow and Teicher proved in (1) the following law of iterated logarithm for a type of weighted sums of random variables : If {X_j, j≧1} is i.i.d. random variables with EX_j=0, EX^2_j=1 and {a_j, j≦1} are real constants satisfying [numerisal formula] and [numerisal formula] for some C>O, then [numerisal formula] where [numerisal formula]. Recently, Tomkins proved in (8) a theorem of the same type for martingales. In this paper, we shall extend this theorem to that for φ-mixing sequence of random variables, under the conditions for {a_j, j≧1} which are stronger than those in (1). But, a part of examples in (1) is contained in our results.
- 横浜国立大学の論文
著者
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NEGISHI Hiroshi
Department of Materials Science, Faculty of Science, Hiroshima University
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Negishi Hiroshi
Department Of Mathematics Faculty Of Education Yokohama National University
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Negishi Hiroshi
Department Of Materials Science Faculty Of Science Hiroshima University
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