AN LIL FOR RANDOM WALKS WITH TIME STATIONARY RANDOM DISTRIBUTION FUNCTION
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概要
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"Let ＄￥mathcal{F}＄ be a family of distribution functions and let ＄￥nu＄ be a stationary ergodic probability measure on ＄￥mathcal{F}_{1}^{￥infty}=￥prod_{i=1}^{￥infty}￥mathcal{F}＄ of copies of ＄￥mathcal{F}＄ . Now for each ＄￥omega=＄ ＄(F_{1}^{￥omega}, F_{2}^{￥omega}, ￥cdots)￥in ￥mathcal{F}_{1}^{￥infty}＄ , we define a probability measure ＄P_{￥omega}＄ on ＄(R_{1}^{￥infty}, B_{1}^{￥infty})＄ so that ＄P_{￥omega}=￥prod_{￥ell=1}^{￥infty}￥mathcal{F}_{￥ell}^{￥omega}＄ , Let ＄X_{n}＄ ; ＄R_{1}^{￥infty}￥rightarrow R＄ be the coordinate functions ＄X_{n}(x)=x_{n},＄ ＄x=＄ ＄(x_{n})＄ . In this paper we study LIL for partial sums of ＄￥{X_{n}￥}＄ with respect to ＄P_{￥omega}＄ and as a special case of above model we also study LIL for interchangeable process."
- Yokohama City Universityの論文
- 1993-00-00
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