THE ERDOS-RENYI LAWS OF LARGE NUMBERS FOR NON-IDENTICALLY DISTRIBUTED RANDOM VARIABLES

在线阅读 下载PDF 导出详情
摘要 TheErdos-Renyilawoflargenumbers(1970)isthefirstimportantresultforasymptoticbehavioursofincrementsofpartialsamsofasequenceofrandomvariableswithapan[ClogN].Somegeneralizationshavebeendonesinoethen,suchasconver-gencerateofthelimit,someresultswhenorderofspanbeingeitherhigherorlowerthanlogN.Butalltheseresultsareonlyobtainedinthecaseofi.i.d.randomvariables.Thispaperaimsatthegeneralizationoftheseresultstotheeasewhenrandomvariablesareindependent,butnotnecessarilyidenticallydistributed.TothisendChernoffTheoremisgeneralizedtothecorlespondingcaseatfirst.
机构地区 不详
出版日期 1990年03月13日(中国期刊网平台首次上网日期,不代表论文的发表时间)