Precise Asymptotics in the Law of Large Numbers and the Law of Iterated Logarithm of Moving-Average Process Generated by ALNQD Sequences.pdfVIP

维普资讯 未 取 NORTHEAST．MATH．J 23(6)(2007)，549-562 PreciseAsymptoticsin theLaw ofLarge Numbersand theLaw ofIterated Logarithm ofM oving-A·verageProcessGenerated by ALNQD Sequences木 ZHANGYong(张 勇)，ZHAOShi．shun(赵世舜)andDONGZhi．shan2，(董志山j (1．InstituteofMathematics，JilinUniversity,Changchun,130012) SchoolofMathematicsandStatistics，NortheastNormalUniversity，Changchun，130024) Abstract：Inthispaper，wediscussthepreciseasymptoticsofmoving-averagepro- eessXt=∑n 一Jundersomesuitableconditions，where ，t∈z}isasequence ofstationaryALNQDrandomvariableswithmeanzerosandfinitevariances． Keywords：ALNQDrandom vraiable，moving-averageprocess，preciseasymptotic 2000MR subjectclassification：60F15 CLC number：O211．4 Docum entcode：A ArticleID：1000-1778(2007)06-0549．14 1 Introduction and M ain Results Letcbeaclassoffunctionsoftheformf(xa，X2，… ，巧)： -．÷R 1)whichare coordinatewisemonotonicallynondecreasing．FortwononemptydisjointsetsS，TCR，we definedist(S，T)tobeinf{Is—tl，8∈S，t∈ }．Let (s)bethe ．fieldgeneratedby {Xk，k∈s}，anddefine ()similarly．Recallthatasequence{Xk，k∈N)issaidtobe p -m ixingif p(r)=sup{p(S，)；dist(S，T) r，S，TCⅣ)一0， where ， up{ ；，∈L2((s))，9∈L2(())) TworandomvraiablesX andYaresaidtobenegativequadrantdependent(NQD)if P( ，Y Y)一P( x)P(Y Y) 0， ，Y∈R． Asequence{扎 ，k∈z)issaidtobelinearnegativequadrantdependent(LNQD)ifofr anydisjointfinitesubsetsA，BCZandanypositiverealnumbersrj，∑riXiand∑ rj areNQD． ∈A ∈B Received date：Aug．30。2007． Foundationitem：TheNNSFofChina． 维普资讯 550 NORTHEAST． MATH．J