学术
国际标准刊号：ISSN 0255-7797
国内统一刊号：CN 42-1091
摘 要:
本文研究了多维随机向量序列加权和的渐近行为．利用Lindeberg中心极限定理的基本思想，得到了多维随机向量序列加权和的中心极限定理及其收敛速度。为Lindeberg中心极限定理的推广．[著者文摘]
关 键 词:
文章出处:
《数学杂志》-2008年28卷2期 -171-176页
Journal of Mathematics
分 类 号:
文献标识码:
A
文章编号:
0255-7797（2008）02-0171-06
[参考文献]
CENTRAL LIMIT THEOREM FOR WEIGHTED SUM OF MULTIVARIATE RANDOM VECTOR SEQUENCES
ZHAO Pei-xin, LI Zheng-bang （1. School of Math. and Statistics, Wuhan University, Wuhan 430072, China;2. College of Applied Math. and Phys. ,Beijing University of Technology, Beijing 100022, China）
Abstract:
In this paper, we investigate the asymptotic behavior for weighted sum of multivariate random vector sequences. Based on the idea of Lindeberg central limit theorem,we obtain central limit theorem for weighted sum of multivariate random vetcor sequences, which is a more general form of Lindeberg central limit theorem. And the convergence rate is discussed.[著者文摘]
Key words:
central limit theorem; Lindeberg condition; convergence rate
收稿日期: 2005-09-19
修订日期: 2005-12-19
基金资助:
致谢：此文是在导师邹新堤教授的指导下完成的,谨以致谢.
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