Asymptotics for self-normalized random products of sums for mixing sequences

被引:9
作者
Liu, Weidong [1 ]
Lin, Zheng-Yan [1 ]
机构
[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China
基金
中国国家自然科学基金;
关键词
domain of attraction of the normal law; lognormal distribution; products; self-normalized;
D O I
10.1080/07362990601139487
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let {X, X-n, n >= 1} be a sequence of a strictly stationary phi-mixing positive random variables, which is in the domain of attraction of the normal law, and t(n) be a positive, integer random variable and denote S-n = Sigma(n)(i=1) X-i, V-n(2) = Sigma(n)(i=1) X-i(2), and EX = mu > 0. Under a general condition about t(n) and Sigma(infinity)(i=1) phi(1/2) (i) < infinity, we show that the self-normalized random products of the partial sums, (Pi(tn)(j=1) S-k/k mu)V-tn/mu, is still asymptotically lognormal.
引用
收藏
页码:293 / 315
页数:23
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