Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers s...Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.展开更多
基金National Natural Science Foundation of China(10571073).
文摘Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.
