Let {X, X_n, n ≥ 1} be a sequence of i.i.d. random vectors with EX =(0,..., 0)_(m×1) and Cov(X, X) = σ~2 Ⅰ_m, and set S_n =∑_(i=1)~n X_i, n ≥ 1. For every d 〉 0 and a_n =o((log log n)^(-d)), t...Let {X, X_n, n ≥ 1} be a sequence of i.i.d. random vectors with EX =(0,..., 0)_(m×1) and Cov(X, X) = σ~2 Ⅰ_m, and set S_n =∑_(i=1)~n X_i, n ≥ 1. For every d 〉 0 and a_n =o((log log n)^(-d)), the article deals with the precise rates in the genenralized law of the iterated logarithm for a kind of weighted infinite series of P(|S_n| ≥(ε + a_n)σn^(1/2)(log log n)~d).展开更多
基金Supported by the National Natural Science Foundation of China(Grant No.61662037)the Scientific Program of Department of Education of Jiangxi Province(Grant Nos.GJJ150894GJJ150905)
文摘Let {X, X_n, n ≥ 1} be a sequence of i.i.d. random vectors with EX =(0,..., 0)_(m×1) and Cov(X, X) = σ~2 Ⅰ_m, and set S_n =∑_(i=1)~n X_i, n ≥ 1. For every d 〉 0 and a_n =o((log log n)^(-d)), the article deals with the precise rates in the genenralized law of the iterated logarithm for a kind of weighted infinite series of P(|S_n| ≥(ε + a_n)σn^(1/2)(log log n)~d).