SOME RESULTS ON INCREMENTS OF THE WIENER PROCESS WITH APPLICATIONS TO LAG SUMS OF IID RANDOM-VARIABLES

被引：103

作者：

HANSON, DL ^{[1
]}

RUSSO, RP ^{[1
]}

机构：

[1] SUNY BUFFALO,DEPT STAT,BUFFALO,NY 14226

来源：

关键词：

D O I：

10.1214/aop/1176993505

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：609 / 623

页数：15

共 21 条

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[2] ERDOS-RENYI NEW LAW OF LARGE NUMBERS FOR WEIGHTED SUMS
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[J]. PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 38 (01) : 165 - 171
[3] BOOK SA, 1976, CANAD J STATIST, V4, P185
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[6] HOW BIG ARE THE INCREMENTS OF A WIENER PROCESS
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[7] Csorgo M., 1981, STRONG APPROXIMATION
[8] ON A NEW LAW OF LARGE NUMBERS
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[9] ON THE LAW OF LARGE NUMBERS
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[10] PROBABILITY IN TAIL OF A DISTRIBUTION
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