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高校应用数学学报
Applied Mathematics A Journal of Chinese Universities  2015, Vol. 30 Issue (1): 55-60    DOI:
    
Law of the single logarithm for R/S statistics
LI Wei1, CHEN Liang-lu2, CHEN Ping-yan3
1. College of Comput. Sci., Zhongkai Univ. of Agriculture and Engineering, Guangzhou 510225, China
2. Dept. of Statist., Jinan Univ., Guangzhou 510630, China
3. Dept. of Math., Jinan Univ., Guangzhou 510630, China
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Abstract  Using the strong invariance principle for the array of the independent and identically distributed random variables, the law of the single logarithm for the R/S statistics of array is obtained. In particular, the sufficient and necessary conditions are obtained for the law of the single logarithm for the adjusted range of partial sums.

Key words： array      law of the single logarithm      R/S Statistics     
Received: 06 March 2014      Published: 06 June 2018
CLC:  O211.4  
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LI Wei
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Cite this article:

LI Wei, CHEN Liang-lu, CHEN Ping-yan. Law of the single logarithm for R/S statistics. Applied Mathematics A Journal of Chinese Universities, 2015, 30(1): 55-60.

URL:

http://www.zjujournals.com/amjcua/     OR     http://www.zjujournals.com/amjcua/Y2015/V30/I1/55


R/S统计量的单对数律

利用独立同分布随机变量阵列的强不变原理, 获得了阵列情形时的R/S统计量的单对数律, 特别获得了调整值部分和单对数律成立的充分必要性条件.

关键词： 阵列,  单对数律,  R/S统计量 
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