Limiting behavior of generalized delayed average of random sequence

作者:Wang Zhong zhi*; Chen Wen bo
来源:Mathematica Slovaca, 2014, 64(4): 1041-1050.
DOI:10.2478/s12175-014-0257-z

摘要

Let (xi (n) ) (naN) be a sequence of arbitrarily dependent random variables, and let be delayed sums. By virtue of the notion of asymptotic delayed log-likelihood ratio and Laplace transformation, the almost sure limiting behavior of the generalized delayed averages is investigated, of which the results generalize and improve some work of Liu.

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