中文

随机变量多项式的尾部与非传统和的稳定极限

概率论 2015-09-08 v3

摘要

我们首先获得了由具有重尾的独立随机变量构建的多变量多项式尾部概率的衰减速率。随后,我们推导了形式为 Ntn1F(X(q1(n)),...,X(q(n)))\sum_{Nt\geq n\geq 1}F(X(q_1(n)),...,X(q_\ell(n))) 的非传统和的稳定极限定理,其中 FF 是多项式,1q1(n)<<q(n)1\leq q_1(n)<\cdots <q_\ell(n) 是满足特定条件的整值递增函数,而 X(n),n0X(n),\, n\geq 0 是具有重尾的独立随机变量序列。

关键词

引用

@article{arxiv.1504.04213,
  title  = {Tails of polynomials of random variables and stable limits for nonconventional sums},
  author = {Yuri Kifer and S. R. S. Varadhan},
  journal= {arXiv preprint arXiv:1504.04213},
  year   = {2015}
}

备注

25 pages The paper is withdrawn since Theorem 2.3 holds true as stated only for a certain class of polynomials while, in general, only convergence of finite dimensional distributions can be proved. Soon a corrected version will be submitted