设{εt;t∈Z+}是一严平稳零均值的LPQD随机变量序列,并且0<Eε12<∞,σ2=Eε12+2sum from j=2 to ∞ (Eε1εj),0<σ2<∞,{aj;j∈N}是一实数序列,满足sum from j=0 to ∞ |aj|<∞.定义线性过程Xt=sum from j=0 to ∞ (a...设{εt;t∈Z+}是一严平稳零均值的LPQD随机变量序列,并且0<Eε12<∞,σ2=Eε12+2sum from j=2 to ∞ (Eε1εj),0<σ2<∞,{aj;j∈N}是一实数序列,满足sum from j=0 to ∞ |aj|<∞.定义线性过程Xt=sum from j=0 to ∞ (ajεt-j),t≥1,并令Sn=sum from t=1 to n Xt,Mn=max|Sk|,k≤n n≥1.利用弱收敛定理和矩不等式,对一般的拟权函数和边界函数,证明了{Mn}和{Sn}的精确渐近性.展开更多
文摘设{εt;t∈Z+}是一严平稳零均值的LPQD随机变量序列,并且0<Eε12<∞,σ2=Eε12+2sum from j=2 to ∞ (Eε1εj),0<σ2<∞,{aj;j∈N}是一实数序列,满足sum from j=0 to ∞ |aj|<∞.定义线性过程Xt=sum from j=0 to ∞ (ajεt-j),t≥1,并令Sn=sum from t=1 to n Xt,Mn=max|Sk|,k≤n n≥1.利用弱收敛定理和矩不等式,对一般的拟权函数和边界函数,证明了{Mn}和{Sn}的精确渐近性.
