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Limiting behavior of generalized delayed average of random sequence

In: Mathematica Slovaca, vol. 64, no. 4
Wang Zhong-Zhi - Chen Wen-Bo
Detaily:
Rok, strany: 2014, 1041 - 1050
Kľúčové slová:
strong deviation theorem, asymptotic delayed log-likelihood ratio, delayed sums
O článku:
Let $(ξn)_{n\in\mathbf{N}}$ be a sequence of arbitrarily dependent random variables, and let $Tan,kn$ be delayed sums. By virtue of the notion of asymptotic delayed log-likelihood ratio and Laplace transformation, the almost sure limiting behavior of the generalized delayed averages $((1) / (kn))Tan,kn$ is investigated, of which the results generalize and improve some work of Liu.
Ako citovať:
ISO 690:
Zhong-Zhi, W., Wen-Bo, C. 2014. Limiting behavior of generalized delayed average of random sequence. In Mathematica Slovaca, vol. 64, no.4, pp. 1041-1050. 0139-9918. DOI: https://doi.org/10.2478/s12175-014-0257-z

APA:
Zhong-Zhi, W., Wen-Bo, C. (2014). Limiting behavior of generalized delayed average of random sequence. Mathematica Slovaca, 64(4), 1041-1050. 0139-9918. DOI: https://doi.org/10.2478/s12175-014-0257-z
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