| 吴群英.随机变量部分和乘积的广义弱不变原理[J].数学年刊A辑,2014,35(2):225~234 |
| 随机变量部分和乘积的广义弱不变原理 |
| Generalized Weak Invariance Principle for the Products of Partial Sums of RandomVariables |
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| DOI： |
| 中文关键词: 部分和的乘积, 弱不变原理, 随机变量 |
| 英文关键词:Products of partial sums, Weak
invariance principle, Random Variable |
| 基金项目:国家自然科学基金 (No.11361019),广西高校人才小高地建设创新团队资助计划 (No.桂教人 [2011]47号)和广西省自然科学基金
(No.2013GXNSFDA019001) |
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| 中文摘要: |
| 考虑独立但不同分布的正随机变量序列, 建立了关于部分和乘积的弱不变原理的一个普遍性结果, 推广和改进了由Matula 和
Stepie${\rm \acute{n}}$ 在2009年以及Rempala 和 Wesolowski 在2002年获得的弱不变原理. |
| 英文摘要: |
| The author considers a sequence of
independent and non-identically distributed positive random
variables. A universal result in the weak invariance principle for the
products of the partial sums is established. The results generalize
and improve those on the weak invariance principle
previously obtained by Matula and Stepie${\rm \acute{n}}$ in 2009
and Rempala and Wesolowski in 2002. |
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