In this article, we discuss the convergence rate of the invariance principle for dependent random variables and improve the results of Utev(1984) etc, in which the assumption of stationarity is eliminated and the rate of ?(n) is weakened to ?(n) = O(n-(3+)δ/2(3-δ))) for 0<δ<3 and any ε>0.
在本文中,我们讨论了相依随机变量的弱不变原理的收敛速度,改进了Utev(1984)等人的结果,那里平稳性的假设被去掉了且减弱了混合的速度为(n)=O(n~(-(3+c)o/2(3-8))(o<6<3)。
Study for the Dependence of Tail Dependence Random Variables According to Copula;
基于Copula对尾相依随机变量相依性的研究
Strong Limit Theorems for Mixing Sequences
混合相依随机变量序列的强极限定理
Some Limit Theorems for Mixing Sequences of Random Variables;
混合相依随机变量序列极限理论的若干结果
On the Strong Laws for Arrays of Negatively Dependent Random Variables;
负相依随机变量阵列加权和的强收敛性
Precise Large Deviations for Sums of Negatively Quadrant Dependent Random Variables Belonging to the D Class
D族负象限相依随机变量和的精致大偏差
Some Study of Limit Properties and Complete Convergence for Series of Dependent Random Variables;
关于相依随机变量序列的极限性质和完全收敛性的若干研究
Some Researches on Strong Limit Theory for Nonsymmetric Markov Chain Indexed by Cayley Tree and Dependent Random Variables
Cayley树上非对称马氏链及任意相依随机变量序列强极限定理的若干研究
Another selectivity from the measures of association between random variables;
随机变量相依性度量指标的另一种选择
The Measure Indexes of Relationship Dependence Based on Copula-Functions
基于Copula函数随机变量相依性指标的度量
A CLASS OF STRONG LIMIT THEOREMS FOR RUNS OF DEPENDENT SEQUENCES OF BINARY RANDOM VARIABLES;
相依二值随机变量序列游程的一类强极限定理
Precise Large Deviation for Sums of Negatively Dependent Random Variables with Dominatedly Varying Tails;
带负相依控制变化尾的双边随机变量和的精致大偏差
Separate Random Variable for Mutually Independent Distinction Method;
离散型随机变量相互独立的判别方法
Generalization of Kendall Correlation Coefficient among Random Variables
随机变量的Kendall相关系数的推广
Logarithm Theorems for Negatively Dependent Random Sequences
负相关随机变量序列的对数律(英文)
A Strong Invariance Principle for Negatively Associated Gaussian Sequences
负相伴高斯随机变量序列的一个强不变原理
The Stochastic Order and Dual Stochastic Order of Real-Valued Random Variables;
实值随机变量的随机序与对偶随机序
A Research on Universal Algorithms for Generating Continuous Random Variable and Correlated Stochastic Series;
连续随机变量与相关随机序列的通用产生算法研究
An estimator is a random variable.
估计量是一个随机变量。
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