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Теория вероятностей и ее применения, 1995, том 40, выпуск 1, страницы 125–142
(Mi tvp3295)
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On the strong law of large numbers for random quadratic forms
T. Mikosch RUG Groningen, Fac. Maths and Phys., Groningen,
Netherlands
Аннотация:
The paper establishes strong laws of large numbers for the quadratic forms $Q_n(X,X)=\sum_{i=1}^n\sum_{j=1}^na_{ij}X_iX_j$ and the bilinear forms $Q_n(X,Y)=\sum_{i=1}^n\sum_{j=1}^na_{ij}X_iY_j$, where $X=(X_n)$ is a sequence of independent random variables and $Y=(Y_n)$ is an independent copy of it. In the case of i.i.d. symmetric $p$-stable random variables $X_n$ we derive necessary and sufficient conditions for the strong laws of $Q_n(X,X)$ and $Q_n(X,Y)$ for a given nondecreasing sequence $(b_n)$ of normalizing constants. For these classes of variables $(X_n)$ the strong laws $\lim b_n^{-1}Q_n(X,X)=0$ a.s. and $\lim b_n^{-1}Q_n(X,Y)=0$ a.s. are shown to be equivalent provided that $a_{ii}=0$ for all $i$.
Ключевые слова:
quadratic forms, bilinear forms, strong law of large numbers, Prokhorov-type characterization, p-stable random variables, domains of partial attraction, tail probabilities.
Поступила в редакцию: 08.05.1991
Образец цитирования:
T. Mikosch, “On the strong law of large numbers for random quadratic forms”, Теория вероятн. и ее примен., 40:1 (1995), 125–142; Theory Probab. Appl., 40:1 (1995), 76–91
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tvp3295 https://www.mathnet.ru/rus/tvp/v40/i1/p125
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