ALMOST SURE INVARIANCE-PRINCIPLES FOR MIXING SEQUENCES OF RANDOM-VARIABLES

被引：87
作者：
SHAO, QM [1 ]
机构：
[1] HANGZHOU UNIV,DEPT MATH,HANGZHOU,PEOPLES R CHINA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1993年 / 48卷 / 02期
基金：
中国国家自然科学基金;
关键词：
PHI-MIXING; P-MIXING; PARTIAL SUMS; ALMOST SURE INVARIANCE PRINCIPLE; LAW OF THE ITERATED LOGARITHM;
D O I：
10.1016/0304-4149(93)90051-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
An almost sure invariance principle for stationary mixing sequences of random variables with mean zero and finite variance is obtained when the mixing rate satisfies SIGMA(n)phi1/2(2n) < infinity or rho(n) = O(log(-r) n) for some r > 1. A similar result is also given under a higher moment condition.
引用
收藏
页码：319 / 334
页数：16
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