1) the Chung type law of the iterated logarithm
Chung重对数律
1.
In this paper, we prove that the MLE in random censoring model with incomplete information obeys moderate deviation principle and the Chung type law of the iterated logarithm under some mild conditions by Yurinskii inequality and Taylor expansion.
本文研究带有不完全信息随机截尾模型的中偏差和Chung-重对数律,在一定条件下,应用Yurinskii概率不等式及Taylor渐近展开得到这一模型的极大似然估计(MLE)满足中偏差和Chung重对数律,作为其推论,我们得到:不完全信息随机截尾试验下,指数分布和Weibull分布的MLE满足Chung重对数律。
2) the law of iterated logarithm of Chung
Chung氏重对数律
1.
We extend the law of iterated logarithm of Chung to the condition of weighted sum that averages interval segments about normal Wiener process and obtain the theorem of the law of iterated logarithm of Chung under the condition of weighted sum that averages interval segments about normal Wiener process.
本文进一步推广著名的Chung氏重对数律到等间距分段加权和的情形之下,得到了关于标准Wiener过程的等间距分段加权和的Chung氏重对数律。
3) Chung-type law of the iterated logarithm
Chung型重对数律
1.
In this paper we establish aChung-type law of the iterated logarithm for Zd1,d2.
本文给出了关于Zd1,d2的一个Chung型重对数律。
4) Chung's law of the iterated logarithm
Chung对数律
5) iterated logarithm
重对数律
1.
The law of the iterated logarithm of geometric series for negatively associated sequence;
NA列几何加权级数的重对数律
2.
Considering the product of geometric series,where negatively associated sequences are identically distributed with mean zero and variance 1,a law of iterated logarithm obtained when β converges to one.
为了进一步研究NA列,对同分布NA随机变量列,在期望为0,方差为1的条件下,建立了几何加权级数的乘积和在β趋于1时的重对数律。
3.
Considering the geometric series ξ(β)=∑∞k=1β kX k,(0<β<1), where X i are identically distributed negatively associated sequences with mean zero and variance 1, a law of iterated logarithm obtained when β converges to one.
对同分布NA随机变量序列 ,在期望为 0 ,方差为 1的条件下 ,建立了几何加权级数 ξ( β) =∑∞k=1βkXk,( 0 <β <1) ,在 β趋于 1时的一个重对数律。
6) law of the iterated logarithm
重对数律
1.
The law of the iterated logarithm and the strong law of large munbers for product sums of PA sequences;
PA列乘积和的重对数律和强大数律
2.
In this paper,we prove strong approximations and the functional law of the iterated logarithm for linear processes generated by i.
本文讨论由独立同分布随机变量列产生的线性过程的泛函型重对数律和强逼近,同时又给出由NA随机变量列产生的线性过程的重对数律。
3.
Using the property of Brownian motion and the contraction principle , we get moderate deviations and law of the iterated logarithm for the length of intersection of p one-dimensional Wiener sausages.
利用布朗运动的相关性质和收缩原理,得到p个Wiener sausage相交部分长度的中偏差和重对数律。
补充资料:重对数律
重对数律
law of the iterated logarithm
重对数律汇如of血i加m目峡洲.m;"o.二仲卿加-r即H中Ma3业oH」 概率论中的一个极限定理,它是强大数律(stIDngbwof拍卿nUm次淞)的精密化.设X,,XZ,…是一列随机变量,且令 S。=Xl+…+X。,为简单起见,假定对每个n,S。有零中位数.关于强大数律的定理是讨论在什么条件下,当n~的时,S。/a。~0几乎必然(a.:.)成立,其中{a。}为一数列,而关于重对数律的定理则是考虑数列{。。},使之成立 S_ lim sllP一=l(a.5.),(l) 月一国一C.或 。、S·p鲁一,(一)·(2)式(l)等价于对任意。>0, p{S。>(l+s)c。(1 .0·)}二0,且 p{S。>(l一。)e。(1 .0·)}二l,其中1.0.表示无穷次发生. 形如(l)与(2)的关系式在比强大数律所蕴含的估计更受限制的条件下成立.如果{X。}是一列独立有相同分布且数学期望等于零的随机变量,那么 玉_o(a.、、.当。一。时 砚(K~OropoB定理(Kolrr幻即田vth印IeIn));若添加条件o
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条